GitHub - alan-turing-institute/rbocpdms: Robust bayesian online changepoint detection with model selection

The pictures for our NeurIPS (2018) paper can be reproduced by executing the relevant files:

AirPollution_NIPS.py for the (robust) part of the Figure on London's Air Pollution levels.
well_NIPS18.py for the robust and non-robust well-log data results
paper_picture_... for the remaining figures of the paper

Name		Name	Last commit message	Last commit date
Latest commit History 5 Commits
Data		Data
PaperNIPS		PaperNIPS
.DS_Store		.DS_Store
.gitignore		.gitignore
AR_test_NIPS18.py		AR_test_NIPS18.py
AirPollution_NIPS.py		AirPollution_NIPS.py
BAR_NIG.py		BAR_NIG.py
BVAR_NIG.py		BVAR_NIG.py
BVAR_NIG_DPD.py		BVAR_NIG_DPD.py
Evaluation_tool.py		Evaluation_tool.py
LICENSE		LICENSE
README.md		README.md
cp_probability_model.py		cp_probability_model.py
detector.py		detector.py
logsumexp.py		logsumexp.py
logsumexponential.py		logsumexponential.py
nearestPD.py		nearestPD.py
paper_picture_VB_fit.py		paper_picture_VB_fit.py
paper_pictures_AirPollution_NIPS.py		paper_pictures_AirPollution_NIPS.py
paper_pictures_THM+VB.py		paper_pictures_THM+VB.py
paper_pictures_Thm1_NIPS.py		paper_pictures_Thm1_NIPS.py
paper_pictures_influence_plots.py		paper_pictures_influence_plots.py
paper_pictures_synthetics_NIPS.py		paper_pictures_synthetics_NIPS.py
paper_pictures_wellLog_NIPS18.py		paper_pictures_wellLog_NIPS18.py
probability_model.py		probability_model.py
synthetic_NIPS18.py		synthetic_NIPS18.py
well_NIPS18.py		well_NIPS18.py

alan-turing-institute/rbocpdms