Bayesian Online Changepoint Detection

The effectiveness of quality control charts

Leo A. Aroian and Howard Levene · 1950

Earlier work this paper cites.

Continuous inspection schemes

E. S. Page · 1954

Earlier work this paper cites.

A test for a change in a parameter occurring at an unknown point

E. S. Page · 1955

Earlier work this paper cites.

Procedures for reacting to a change in distribution

G. Lorden · 1971

Earlier work this paper cites.

A Bayesian approach to inference about a change-point in a sequence of random variables

A. F. M. Smith · 1975

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Feature extraction from the electroencephalogram by adaptive segmentation

G. Bodenstein and H. M. Praetorius · 1977

Earlier work this paper cites.

Tests for variance shift at an unknown time point

D. A. Hsu · 1977

Earlier work this paper cites.

A note on the intervals between coal-mining disasters

R. G. Jarrett · 1979

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Automatic adaptive segmentation of clinical EEGs,

J. S. Barlow, O. D. Creutzfeldt, D. Michael, J. Houchin, and H. Epelbaum · 1981

Earlier work this paper cites.

Product partition models for change point problems

D. Barry and J. A. Hartigan · 1992

Cited alongside, same era.

A Bayesian analysis of change point problems

D. Barry and J. A. Hartigan · 1993

Cited alongside, same era.

Recursive Bayesian location of a discontinuity in time series

J. J. Ó Ruanaidh, W. J. Fitzgerald, and K. J. Pope · 1994

Cited alongside, same era.

Bayesian retrospective multiple-changepoint identification

D. A. Stephens · 1994

Cited alongside, same era.

Reversible jump Markov chain Monte Carlo computation and Bayesian model determination, 1995

P. Green · 1995

Cited alongside, same era.

Numerical Bayesian Methods Applied to Signal Processing (Statistics and Computing)

Joseph J. K. Ó Ruanaidh and William J. Fitzgerald · 1996

Cited alongside, same era.

Bayesian partitioning for estimating disease risk, 1999

D. Denison and C. Holmes · 1999

Later among the works it cites.

Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation

J. V. Braun, R. K. Braun, and H. G. Müller · 2000

Later among the works it cites.

Statistical Distributions

Merran Evans, Nicholas Hastings, and Brian Peacock · 2000

Later among the works it cites.

Application of the change-point analysis to the investigation of the brain’s electrical activity

A. Y. Kaplan and S. L. Shishkin · 2000

Later among the works it cites.

On-line inference for hidden Markov models via particle filters

Paul Fearnhead and Peter Clifford · 2003

Later among the works it cites.

Forecasting and estimating multiple change-point models with an unknown number of change points

Gary M. Koop and Simon M. Potter · 2004