Changepoint Detection : Theoretical Background

Introduction Changepoints are abrupt variations in the generative parameters of sequential data. Changepoint detection is the process of identifying such abrupt variations and it has been useful in a wide range of applications such as EEG analysis, DNA segmentation, econometrics etc. Bayesian ways of ¬†change point detection focus on segmentation and techniques to generate samples…

My Experience with GSOC and R

It all began when I started searching for a Google Summer of Code project last year (November, 2015) . While I was searching through the web found this page that suggested of a project idea. I didn’t have a complete understanding about the problem but I contacted the mentors and familiarized myself with R and…