Understanding Bayesian Online Change Point Detection (BOCPD)












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This in reference to the paper by Ryan Adams and David Mackay linked here



I am having problems understanding the paper fully. Are there any good sources to search for and understand the paper as well as involved models like conjugate exponential models. I have currently tried googling and reading from the following links, but much of the paper remains unclear.




  1. Gaussian process for time series modelling

  2. Reading Documents for Bayesian Online Change Point Detection










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$endgroup$

















    0












    $begingroup$


    This in reference to the paper by Ryan Adams and David Mackay linked here



    I am having problems understanding the paper fully. Are there any good sources to search for and understand the paper as well as involved models like conjugate exponential models. I have currently tried googling and reading from the following links, but much of the paper remains unclear.




    1. Gaussian process for time series modelling

    2. Reading Documents for Bayesian Online Change Point Detection










    share|cite|improve this question









    $endgroup$















      0












      0








      0





      $begingroup$


      This in reference to the paper by Ryan Adams and David Mackay linked here



      I am having problems understanding the paper fully. Are there any good sources to search for and understand the paper as well as involved models like conjugate exponential models. I have currently tried googling and reading from the following links, but much of the paper remains unclear.




      1. Gaussian process for time series modelling

      2. Reading Documents for Bayesian Online Change Point Detection










      share|cite|improve this question









      $endgroup$




      This in reference to the paper by Ryan Adams and David Mackay linked here



      I am having problems understanding the paper fully. Are there any good sources to search for and understand the paper as well as involved models like conjugate exponential models. I have currently tried googling and reading from the following links, but much of the paper remains unclear.




      1. Gaussian process for time series modelling

      2. Reading Documents for Bayesian Online Change Point Detection







      probability algorithms






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      share|cite|improve this question











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      asked Apr 18 '18 at 7:51









      Sarthak NigamSarthak Nigam

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      665






















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          $begingroup$

          I wrote some personal notes on this paper. Perhaps you will find them useful.






          share|cite|improve this answer









          $endgroup$













          • $begingroup$
            Hi, the notes are helpful indeed. However, in my case, I discovered that I was lacking background knowledge on Bayesian processes. So to anyone else who has problems understanding, it might be helpful to read up on basics.
            $endgroup$
            – Sarthak Nigam
            Jan 8 at 18:38












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          1 Answer
          1






          active

          oldest

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          oldest

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          active

          oldest

          votes









          0












          $begingroup$

          I wrote some personal notes on this paper. Perhaps you will find them useful.






          share|cite|improve this answer









          $endgroup$













          • $begingroup$
            Hi, the notes are helpful indeed. However, in my case, I discovered that I was lacking background knowledge on Bayesian processes. So to anyone else who has problems understanding, it might be helpful to read up on basics.
            $endgroup$
            – Sarthak Nigam
            Jan 8 at 18:38
















          0












          $begingroup$

          I wrote some personal notes on this paper. Perhaps you will find them useful.






          share|cite|improve this answer









          $endgroup$













          • $begingroup$
            Hi, the notes are helpful indeed. However, in my case, I discovered that I was lacking background knowledge on Bayesian processes. So to anyone else who has problems understanding, it might be helpful to read up on basics.
            $endgroup$
            – Sarthak Nigam
            Jan 8 at 18:38














          0












          0








          0





          $begingroup$

          I wrote some personal notes on this paper. Perhaps you will find them useful.






          share|cite|improve this answer









          $endgroup$



          I wrote some personal notes on this paper. Perhaps you will find them useful.







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered Jan 3 at 20:39









          Jeremy TeitelbaumJeremy Teitelbaum

          747612




          747612












          • $begingroup$
            Hi, the notes are helpful indeed. However, in my case, I discovered that I was lacking background knowledge on Bayesian processes. So to anyone else who has problems understanding, it might be helpful to read up on basics.
            $endgroup$
            – Sarthak Nigam
            Jan 8 at 18:38


















          • $begingroup$
            Hi, the notes are helpful indeed. However, in my case, I discovered that I was lacking background knowledge on Bayesian processes. So to anyone else who has problems understanding, it might be helpful to read up on basics.
            $endgroup$
            – Sarthak Nigam
            Jan 8 at 18:38
















          $begingroup$
          Hi, the notes are helpful indeed. However, in my case, I discovered that I was lacking background knowledge on Bayesian processes. So to anyone else who has problems understanding, it might be helpful to read up on basics.
          $endgroup$
          – Sarthak Nigam
          Jan 8 at 18:38




          $begingroup$
          Hi, the notes are helpful indeed. However, in my case, I discovered that I was lacking background knowledge on Bayesian processes. So to anyone else who has problems understanding, it might be helpful to read up on basics.
          $endgroup$
          – Sarthak Nigam
          Jan 8 at 18:38


















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