Parallelization of a Common Changepoint Detection Method

@article{Tickle2018ParallelizationOA,
  title={Parallelization of a Common Changepoint Detection Method},
  author={S. O. Tickle and Idris Arthur Eckley and Paul Fearnhead and Kaylea Haynes},
  journal={Journal of Computational and Graphical Statistics},
  year={2018},
  volume={29},
  pages={149 - 161}
}
Abstract In recent years, various means of efficiently detecting changepoints have been proposed, with one popular approach involving minimizing a penalized cost function using dynamic programming. In some situations, these algorithms can have an expected computational cost that is linear in the number of data points; however, the worst case cost remains quadratic. We introduce two means of improving the computational performance of these methods, both based on parallelizing the dynamic… 

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