{"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/stein-variational-online-changepoint","title":"Stein Variational Online Changepoint Detection with Applications to Hawkes Processes and Neural Networks","arxiv_id":"1901.07987","date":"2019-01-23","proceeding":null,"authors":["Gianluca Detommaso","Hanne Hoitzing","Tiangang Cui","Ardavan Alamir"],"abstract":"Bayesian online changepoint detection (BOCPD) (Adams & MacKay, 2007) offers a rigorous and viable way to identify changepoints in complex systems. In this work, we introduce a Stein variational online changepoint detection (SVOCD) method to provide a computationally tractable generalization of BOCPD beyond the exponential family of probability distributions. We integrate the recently developed Stein variational Newton (SVN) method (Detommaso et al., 2018) and BOCPD to offer a full online Bayesian treatment for a large number of situations with significant importance in practice. We apply the resulting method to two challenging and novel applications: Hawkes processes and long short-term memory (LSTM) neural networks. In both cases, we successfully demonstrate the efficacy of our method on real data.","url_abs":"https://arxiv.org/abs/1901.07987v2","url_pdf":"https://arxiv.org/pdf/1901.07987v2.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":"abstracts"},"code_links":[{"paper_slug":"stein-variational-online-changepoint","repo_url":"https://github.com/gianlucadetommaso/Stein-variational-samplers","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":{"status":"ok"}}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=1901.07987","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}