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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, y
by nuclearnice3 3y ago
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.