Bayesian change-point detection via context-tree weighting
V Lungu, I Papageorgiou… - 2022 IEEE Information …, 2022 - ieeexplore.ieee.org
Change-point detection for discrete time series is an important task with numerous
applications. We develop a new hierarchical Bayesian framework for modelling …
applications. We develop a new hierarchical Bayesian framework for modelling …
Change-point detection and segmentation of discrete data using Bayesian context trees
V Lungu, I Papageorgiou, I Kontoyiannis - arXiv preprint arXiv:2203.04341, 2022 - arxiv.org
A new Bayesian modelling framework is introduced for piece-wise homogeneous variable-
memory Markov chains, along with a collection of effective algorithmic tools for change-point …
memory Markov chains, along with a collection of effective algorithmic tools for change-point …
Time series modelling and inference with Bayesian Context Trees
I Papageorgiou - 2023 - repository.cam.ac.uk
Time series arise all over the sciences and engineering, with numerous important
applications in many different fields. In the 'Big Data Era', the tasks of time series modelling …
applications in many different fields. In the 'Big Data Era', the tasks of time series modelling …