2 papers
stat.ME2026
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…
stat.CO2025
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…