Antonio Artés-Rodrı́guez

Multinomial Sampling of Latent Variables for Hierarchical Change-Point Detection

2021 · Journal of Signal Processing Systems

Abstract Bayesian change-point detection, with latent variable models, allows to perform segmentation of high-dimensional time-series with heterogeneous statistical nature. We assume that change-points lie on a lower-dimensional manifold where we aim to infer a discrete …