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Robust Bayesian On-line Changepoint Detection

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