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   State Space Models: A Modern Approach
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<span id="ch-changepoint"></span><h1>Changepoint detection<a class="headerlink" href="#changepoint-detection" title="Permalink to this headline">¶</a></h1>
<p><span id="id1">[<a class="reference internal" href="../../bib.html#id22" title="Diego Agudelo-España, Sebastian Gomez-Gonzalez, Stefan Bauer, Bernhard Schölkopf, and Jan Peters. Bayesian online prediction of change points. In UAI, volume 124 of Proceedings of Machine Learning Research, 320–329. PMLR, 2020. URL: http://proceedings.mlr.press/v124/agudelo-espana20a.html.">AEspanaGGB+20</a>]</span>, <span id="id2">[<a class="reference internal" href="../../bib.html#id23" title="Ryan Prescott Adams and David J C MacKay. Bayesian online changepoint detection. arxiv, October 2007. URL: http://arxiv.org/abs/0710.3742, arXiv:0710.3742.">AM07</a>]</span>, <span id="id3">[<a class="reference internal" href="../../bib.html#id24" title="Paul Fearnhead. Exact bayesian curve fitting and signal segmentation. IEEE Trans. Signal Processing, 53:2160–2166, 2004. URL: http://www.maths.lancs.ac.uk/~fearnhea/software/ARPS.html.">Fea04</a>]</span>, <span id="id4">[<a class="reference internal" href="../../bib.html#id25" title="Paul Fearnhead. Exact and efficient bayesian inference for multiple changepoint problems. Statistics and computing, 16:203–213, 2006.">Fea06</a>]</span>, <span id="id5">[<a class="reference internal" href="../../bib.html#id26" title="P. Fearnhead and Z. Liu. Online inference for multiple changepoint problems. J. of Royal Stat. Soc. Series B, 69:589–605, 2007.">FL07</a>]</span>,
<span id="id6">[<a class="reference internal" href="../../bib.html#id27" title="Paul Fearnhead and Zhen Liu. Efficient bayesian analysis of multiple changepoint models with dependence across segments. Statistics and Computing, 21(2):217–229, 2011. URL: https://eprints.lancs.ac.uk/id/eprint/26279/.">FL11</a>]</span></p>
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