Python implementation of Possion Gamma change point detection
This script is Python implemented version of : https://github.com/sammy-suyama/MLBlog/blob/master/src/change_point.jl
The code generating the following figure is found in test_poisson_gamma_vbinf.py.
Operation has been confirmed only under the following environment.
- OS: Windows 10 64bit, Ubuntu 18.04.5 LTS
- Python 3.8.3, 3.8.5
- IPython 7.16.1, 7.19.0
- conda 4.8.4, 4.9.2
- Spyder 4.1.4, 4.1.5
- numpy 1.18.5, 1.19.2
- scipy 1.5.0, 1.5.2
- matplotlib 3.2.2, 3.3.2
- scikit-learn 0.23.1, 0.23.2
- joblib 0.16.0, 0.17.0
The implemented scripts are not guaranteed to run on any other version in Python than the above.
Hiroshi Yokoyama
(Division of Neural Dynamics, Department of System Neuroscience, National Institute for Physiological Sciences, Japan)
Please cite my GitHub repository if you use this code in your own work:
@software{Demo_Poisson_Gamma_change_point_detection,
author = {Yokoyana H.},
title = {Demo_Poisson_Gamma_change_point_detection},
url = {https://github.com/myGit-YokoyamaHiroshi/Demo_Poisson_Gamma_change_point_detection},
year = {2021}
}