15 citations · 21 across the 5 of their papers we have counts for
3 papers · 1 filter
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…
Generalized Functional Pruning Optimal Partitioning (GFPOP) for Constrained Changepoint Detection in Genomic Data
Toby Dylan Hocking, Guillem Rigaill, Paul Fearnhead +1
We describe a new algorithm and R package for peak detection in genomic data sets using constrained changepoint algorithms. These detect changes from background to peak regions by…
A log-linear time algorithm for constrained changepoint detection
Toby Dylan Hocking, Guillem Rigaill, Paul Fearnhead +1
Changepoint detection is a central problem in time series and genomic data. For some applications, it is natural to impose constraints on the directions of changes. One example is…