69 citations · 152 across the 20 of their papers we have counts for
21 papers
focus and focus-cpt: Fast Online Changepoint Detection in R and Python
Gaetano Romano, Kes Ward, Yuntang Fan +4
We present an R and Python package for fast online changepoint detection in univariate and multivariate data streams for a variety of models. The package implements the focus famil…
Online Multivariate Changepoint Detection: Leveraging Links With Computational Geometry
Liudmila Pishchagina, Gaetano Romano, Paul Fearnhead +2
The increasing volume of data streams poses significant computational challenges for detecting changepoints online. Likelihood-based methods are effective, but a naive sequential i…
Geometric-Based Pruning Rules For Change Point Detection in Multiple Independent Time Series
Liudmila Pishchagina, Guillem Rigaill, Vincent Runge
We consider the problem of detecting multiple changes in multiple independent time series. The search for the best segmentation can be expressed as a minimization problem over a gi…
Ms.FPOP: An Exact and Fast Segmentation Algorithm With a Multiscale Penalty
Arnaud Liehrmann, Guillem Rigaill
Given a time series in with a piecewise constant mean and independent noises, we propose an exact dynamic programming algorithm to minimize a least square criterion with a mu…
Fast Online Changepoint Detection via Functional Pruning CUSUM statistics
Gaetano Romano, Idris Eckley, Paul Fearnhead +1
Many modern applications of online changepoint detection require the ability to process high-frequency observations, sometimes with limited available computational resources. Onlin…
Increased peak detection accuracy in over-dispersed ChIP-seq data with supervised segmentation models
Arnaud Liehrmann, Guillem Rigaill, Toby Dylan Hocking
Motivation: Histone modification constitutes a basic mechanism for the genetic regulation of gene expression. In early 2000s, a powerful technique has emerged that couples chromati…