Bayesian Model Selection for Change Point Detection and Clustering.

Othmane Mazhar Cristian R. Rojas Carlo Fischione Mohammad Reza Hesamzadeh

Published in: ICML (2018)

Keyphrases

change point detection
normalized maximum likelihood
outlier detection
bayesian model selection
change point
k means
clustering algorithm
non stationary
em algorithm
data association
mixture model
posterior probability
sequential data
high dimensional time series