Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Bayesian Model for Multiple Change-points Detection in Multivariate Time
  Series   This paper addresses the issue of detecting change-points in multivariate
time series. The proposed approach differs from existing counterparts by making
only weak assumptions on both the change-points structure across series, and
the statistical signal distributions. Specifically change-points are not
assumed to occur at simultaneous time instants across series, and no specific
distribution is assumed on the individual signals. It relies on the combination
of a local robust statistical test acting on individual time segments, with a
global Bayesian framework able to optimize configurations from multiple local
statistics (from segments of a unique time series or multiple time series).
Using an extensive experimental set-up, our algorithm is shown to perform well
on Gaussian data, with the same results in term of recall and precision as
classical approaches, such as the fused lasso and the Bernoulli Gaussian model.
Furthermore, it outperforms the reference models in the case of non normal data
with outliers. The control of the False Discovery Rate by an acceptance level
is confirmed. In the case of multivariate data, the probabilities that
simultaneous change-points are shared by some specific time series are learned.
We finally illustrate our algorithm with real datasets from energy monitoring
and genomic. Segmentations are compared to state-of-the-art approaches based on
fused lasso and group fused lasso.

6
The categories of this paper are: astro-ph
5
The categories of this paper are: gr-qc
13
The categories of this paper are: quant-ph
32
The categories of this paper are: atom-ph
22
The categories of this paper are: chao-dyn
24
The categories of this paper are: dg-ga
7
The categories of this paper are: hep-th
19
The categories of this paper are: eess
26
The categories of this paper are: bayes-an
15
The categories of this paper are: nucl-ex
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The categories of this paper are: q-fin
0
The categories of this paper are: hep-ph
21
The categories of this paper are: adap-org
27
The categories of this paper are: comp-gas
4
The categories of this paper are: cond-mat
31
The categories of this paper are: ao-sci