AI RESEARCH
Pi-Change: A Prior-Informed Multiple Change Point Detection Algorithm
arXiv CS.LG
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ArXi:2605.01003v1 Announce Type: cross Statistical change point (CP) detection methods typically rely on likelihood-based inference and ignore contextual information about plausible CP locations beyond the observed sequence. Although informative priors provide a natural way to incorporate such information, general and computationally efficient methods for doing so are lacking, especially for multiple CP detection. To address this gap, we propose a prior-informed CP detection algorithm (Pi-Change) that incorporates prior information on CP locations through a time-varying penalty term.