hildensia/bayesian_changepoint_detection

Implementing learning bocpd

mathDR opened this issue · 4 comments

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?

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 notifications@github.com 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?


Reply to this email directly or view it on GitHub:
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Looks promising and should be relatively straight to implement. Go for it! :)

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

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). :-(