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Changepoint Detection in the Presence of Outliers

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Academic year: 2020

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Figure

Figure 1: Well-log data: data with outliers removed (left column) and with outliers
Figure 2:Example of different losses. (a) The square error loss (full-line), and the
Figure 3:Example of one iteration of R-FPOP: (a) Qt−1(θ) (black solid line), and
Figure 4: Runtime in seconds of R-FPOP for different loss functions. We simulated1e+05n going from 2000 to 1024000, with or without changes and using IID
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