mlsanityData to 14 Oct 2026

Spatio-temporal Bayesian On-line Changepoint Detection with Model Selection

arXiv 1805.05383 ↗First posted 14 May 2018stat.ML cs.LG stat.MEcited by 13

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Abstract (arXiv)

Bayesian On-line Changepoint Detection is extended to on-line model selection and non-stationary spatio-temporal processes. We propose spatially structured Vector Autoregressions (VARs) for modelling the process between changepoints (CPs) and give an upper bound on the approximation error of such models. The resulting algorithm performs prediction, model selection and CP detection on-line. Its time complexity is linear and its space complexity constant, and thus it is two orders of magnitudes faster than its closest competitor. In addition, it outperforms the state of the art for multivariate data.

Key facts. Cited by 13 papers in the map (data through 14 Oct 2026). First posted on arXiv 14 May 2018.

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Citing papers per year: 2021: 1; 2022: 4; 2023: 4; 2024: 2; 2025: 0; 2026: 2.

13 papers.

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  1. 2023Robust and Scalable Bayesian Online Changepoint Detectioncited by 16
  2. 2022WATCH: Wasserstein Change Point Detection for High-Dimensional Time Series Datacited by 13
  3. 2022Memory-free Online Change-point Detection: A Novel Neural Network Approachcited by 5
  4. 2024A unifying framework for generalised Bayesian online learning in non-stationary environmentscited by 5
  5. 2023Creation and evaluation of timelines for longitudinal user postscited by 4
  6. 2022Latent Neural Stochastic Differential Equations for Change Point Detectioncited by 2
  7. 2023Restarted Bayesian Online Change-point Detection for Non-Stationary Markov Decision Processescited by 2
  8. 2021EVARS-GPR: EVent-triggered Augmented Refitting of Gaussian Process Regression for Seasonal Datacited by 1
  9. 2022Adaptive Resources Allocation CUSUM for Binomial Count Data Monitoring with Application to COVID-19 Hotspot Detectioncited by 0
  10. 2023Greedy online change point detectioncited by 0
  11. 2024RIO-CPD: A Riemannian Geometric Method for Correlation-aware Online Change Point Detectioncited by 0
  12. 2026Stream Assembly Is an Uncontrolled Treatment in Streaming Intrusion-Detection Benchmarkscited by 0
1 more
  1. 2026High-Dimensional Online Change Point Detection with Adaptive Thresholding and Interpretabilitycited by 0