On optimal multiple changepoint algorithms for large data

  title={On optimal multiple changepoint algorithms for large data},
  author={Robert Maidstone and Toby Hocking and Guillem Rigaill and Paul Fearnhead},
  journal={Statistics and Computing},
Many common approaches to detecting changepoints, for example based on statistical criteria such as penalised likelihood or minimum description length, can be formulated in terms ofminimising a cost over segmentations. We focus on a class of dynamic programming algorithms that can solve the resulting minimisation problem exactly, and thus find the optimal segmentation under the given statistical criteria. The standard implementation of these dynamic programming methods have a computational cost… CONTINUE READING