{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/scalable-bayesian-change-point-detection-with","title":"Scalable Bayesian change point detection with spike and slab priors","arxiv_id":"2106.10383","date":"2021-06-18","proceeding":null,"authors":["Lorenzo Cappello","Oscar Hernan Madrid Padilla","Julia A. Palacios"],"abstract":"We study the use of spike and slab priors for consistent estimation of the number of change points and their locations. Leveraging recent results in the variable selection literature, we show that an estimator based on spike and slab priors achieves optimal localization rate in the multiple offline change point detection problem. Based on this estimator, we propose a Bayesian change point detection method, which is one of the fastest Bayesian methodologies, and it is more robust to misspecification of the error terms than the competing methods. We demonstrate through empirical work the good performance of our approach vis-a-vis some state-of-the-art benchmarks.","url_abs":"https://arxiv.org/abs/2106.10383v1","url_pdf":"https://arxiv.org/pdf/2106.10383v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"scalable-bayesian-change-point-detection-with","repo_url":"https://github.com/lorenzocapp/solocp","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":null},{"paper_slug":"scalable-bayesian-change-point-detection-with","repo_url":"https://github.com/lorenzocapp/solocp_experiments","is_official":1,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}