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Online Inference for Multiple Changepoint Problems

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Figure

Figure 1: The Blocks data set (left-hand column) and Heavisine data set (right-hand
Figure 2:Results of analysing the AR dataset using SRC with α = 10−6, andthe particle filter of Chopin (2006) with 50,000 particles: data (top left), marginalprobabilities of changepoint for SRC (top right) and particle filter of Chopin (2006)(bottom right),
Table 1: Mean Kolmogorov Smirnov Distance in P(Ct|y1:t) averaged over t for the
Figure 3: Analysis of 35Mb of data from human chromosome 1. The red line is the

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