Bayesian Online Changepoint Detection
- đ¤ Speaker: Ryan Adams, Inference Group
- đ Date & Time: Wednesday 29 March 2006, 15:00 - 16:00
- đ Venue: Ryle Seminar Room, Cavendish Laboratory
Abstract
Changepoint detection is the identification of abrupt variations in the generative parameters of sequential data. I will discuss recent work on an efficient algorithm for performing time series prediction in the presence of such changepoints.
Series This talk is part of the Inference Group series.
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Ryan Adams, Inference Group
Wednesday 29 March 2006, 15:00-16:00