University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Computationally Efficient Algorithms for Detecting Changepoints

  Browse A-Z

Log in

Cambridge users (raven)details Other usersdetails No account?details

Information on

Subscribing to talksdetails Finding a talkdetails Adding a talkdetails Disseminating talksdetails Help and Documentationdetails

Computationally Efficient Algorithms for Detecting Changepoints

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact Mustapha Amrani.

Inference for Change-Point and Related Processes

We consider algorithms that can obtained the optimal segmentation of data under approaches such as penalised likelihood. The penalised likelihood criteria requires the user to specify a penalty value, and the choice of penalty will affect the number of changepoints that are detected. We show how it is possible to obtain the optimal segmentation for all penalty values across a continuous range. The computational complexity of this approach can linear in the number of data points, and linear in the difference in the number of changepoints between the optimal segmentations for the smallest and largest penalty values. The algorithm can be used to find optimal segmentations under the minimum description length criteria in a much more efficient manner than using the segment neighbourhood algorithm.

This talk is part of the Isaac Newton Institute Seminar Series series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

Other lists

Physics of Medicine Roadshow Larmor Society 2009 Type the title of a new list here Cambridge University Wilderness Medicine Society Institute of Continuing Education Type the title of a new list here

Other talks

The Partition of India and Migration Constructing datasets for multi-hop reading comprehension across documents Liberalizing Contracts: Nineteenth Century promises through literature, law and history The homelands of the plague: Soviet disease ecology in Central Asia, 1920s–1950s Handbuchwissenschaft, or: how big books maintain knowledge in the twentieth-century life sciences Mandatory Madness: Colonial Psychiatry and British Mandate Palestine, 1920-48 Scale and anisotropic effects in necking of metallic tensile specimens Market Socialism and Community Rating in Health Insurance BP KEYNOTE LECTURE: Importance of C-O Bond Activation for CO2/COUtilization - An Approach to Energy Conversion and Storage An SU(3) variant of instanton homology for webs Asclepiadaceae Changing languages in European Higher Education: from official policies to unofficial classroom practices
 

© 2006-2023 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity