hi Johannes, I am personally interested by this code. Can you make it a bit more userfriendly adding an example as we do with sklearn?
for sklearn, to start, what I recommend is to adapt it to use the sklearn API and add it to the wiki page of related projects. best, Alex On Fri, Apr 11, 2014 at 10:48 AM, Johannes Kulick <johannes.kul...@ipvs.uni-stuttgart.de> wrote: > Hi there, > > Over the last days I implemented Bayesian Changepoint Detection (online & > offline versions). The code is not polished yet, but I wondered if there is > interest in me getting the code to a state s.t. it could be included to scikit > learn? > > For the online version I basically translated a matlab version of the paper > author [1], so I would have to clear licence stuff with him. The offline > version is based on [2] and [3] but fully my own implementation. > > I first put it on github: > http://github.com/hildensia/bayesian_changepoint_detection > > Best, > Johannes > > [1] Ryan P. Adams, David J.C. MacKay, Bayesian Online Changepoint Detection, > arXiv 0710.3742 (2007) > > [2] Paul Fearnhead, Exact and Efficient Bayesian Inference for Multiple > Changepoint problems, Statistics and computing 16.2 (2006), pp. 203--213 > > [3] Xuan Xiang, Kevin Murphy, Modeling Changing Dependency Structure in > Multivariate Time Series, ICML (2007), pp. 1055--1062 > > -- > Question: What is the weird attachment to all my emails? > Answer: http://en.wikipedia.org/wiki/Digital_signature > > ------------------------------------------------------------------------------ > Put Bad Developers to Shame > Dominate Development with Jenkins Continuous Integration > Continuously Automate Build, Test & Deployment > Start a new project now. Try Jenkins in the cloud. > http://p.sf.net/sfu/13600_Cloudbees > _______________________________________________ > Scikit-learn-general mailing list > Scikit-learn-general@lists.sourceforge.net > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general > ------------------------------------------------------------------------------ Put Bad Developers to Shame Dominate Development with Jenkins Continuous Integration Continuously Automate Build, Test & Deployment Start a new project now. Try Jenkins in the cloud. http://p.sf.net/sfu/13600_Cloudbees _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
