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Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.

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Bayesian Online Change-point Detection

This folder contains:

--- the python codes of the algorithms BOCD and BOCDm

============================ Python codes =======================================

-1- BOCD_Algorithms.py contains the four versions of the Bayesian Online Change-point Detection -2- demoOnlineDetection.py is a demonstration of the four algorithms (BOCD, BOCDm, BOCD_restart, BOCDm_restart) in a piece-wise Bernoulli environment

----> For a demon please launch the following script: demoOnlineDetection.py

The original version of the Bayesian Online Change-point Detector can be found here: https://arxiv.org/abs/0710.3742

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