Implementing learning bocpd

[mathDR]

Was wondering if you had any plans or need for the online extension seen in "Adaptive Sequential Bayesian Change Point Detection."

I was going to implement it for a work project, and would like to just keep it in this package as it fits the theme.

Thoughts?

[hildensia]

Hi Dan,

Didn't have the chance to look into it. I'd be happy to have it in this package, though! I think it makes sense to bundle as many methods as possible.

Right now I'm a bit off, since my first son is just a few days old, so expect the merges to master to take some days.

Best,
Johannes

On August 11, 2015 1:01:59 AM GMT+02:00, Dan Marthaler [email protected] wrote:

Was wondering if you had any plans or need for the online extension
seen in "Adaptive Sequential Bayesian Change Point Detection."

I was going to implement it for a work project, and would like to just
keep it in this package as it fits the theme.

Thoughts?

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[hildensia]

Looks promising and should be relatively straight to implement. Go for it! :)

[kmsravindra]

@mathDR, Wanted to check if you got a chance to implement Adaptive sequential BCD? Thanks!

[mathDR]

I did, but alas it is in a private repo at a company that I no longer work at (and has since been absorbed by a larger company). :-(