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by rjmunro 1100 days ago
Is "Bayesian Change Point Detection" like https://xkcd.com/2701/?
1 comments

Two things I like about Bayesian Change Point Detection compared to "look at the graph"

1. It can provide a probability distribution. So after running bayes, you might have multiple places where it's likely a change has taken place.

2. It generalizes to high dimensional space. It's much harder to tilt the graph in 5-d.