### CPD methods

@article{aue2013structural,
  title={Structural breaks in time series},
  author={Aue, Alexander and Horv{\'a}th, Lajos},
  journal={Journal of Time Series Analysis},
  volume={34},
  number={1},
  pages={1--16},
  year={2013}
}

@article{chen2024compressing,
  title={Compressing spectral kernels in {G}aussian Process: Enhanced generalization and interpretability},
  author={Chen, Kai and van Laarhoven, Twan and Marchiori, Elena},
  journal={Pattern Recognition},
  volume={},
  number={},
  pages={110642},
  year={2024}
}


@article{haynes2017computationally,
  title={A computationally efficient nonparametric approach for changepoint detection},
  author={Haynes, Kaylea and Fearnhead, Paul and Eckley, Idris A},
  journal={Statistics and Computing},
  volume={27},
  number={},
  pages={1293--1305},
  year={2017}
}

@inproceedings{ruanaidh1994recursive,
  title={Recursive {B}ayesian location of a discontinuity in time series},
  author={Ruanaidh, JJ O and Fitzgerald, William J and Pope, Kenneth J},
  booktitle={Proceedings of ICASSP'94. IEEE International Conference on Acoustics, Speech and Signal Processing},
  pages={IV--513},
  year={1994},
  organization={IEEE}
}
%volume={4},

@inproceedings{altamirano2023robust,
  title={Robust and scalable Bayesian online changepoint detection},
  author={Altamirano, Matias and Briol, Fran{\c{c}}ois-Xavier and Knoblauch, Jeremias},
  booktitle={International Conference on Machine Learning},
  pages={642--663},
  year={2023},
  organization={PMLR}
}
  volume = 	 {202},
  series = 	 {Proceedings of Machine Learning Research},
  month = 	 {23--29 Jul},

@misc{tensorflow2015-whitepaper,
title={ {TensorFlow}: Large-Scale Machine Learning on Heterogeneous Systems},
url={https://www.tensorflow.org/},
note={Software available from tensorflow.org},
author={
    Mart\'{i}n~Abadi and
    Ashish~Agarwal and
    Paul~Barham and
    Eugene~Brevdo and
    Zhifeng~Chen and
    Craig~Citro and
    Greg~S.~Corrado and
    Andy~Davis and
    Jeffrey~Dean and
    Matthieu~Devin and
    Sanjay~Ghemawat and
    Ian~Goodfellow and
    Andrew~Harp and
    Geoffrey~Irving and
    Michael~Isard and
    Yangqing Jia and
    Rafal~Jozefowicz and
    Lukasz~Kaiser and
    Manjunath~Kudlur and
    Josh~Levenberg and
    Dandelion~Man\'{e} and
    Rajat~Monga and
    Sherry~Moore and
    Derek~Murray and
    Chris~Olah and
    Mike~Schuster and
    Jonathon~Shlens and
    Benoit~Steiner and
    Ilya~Sutskever and
    Kunal~Talwar and
    Paul~Tucker and
    Vincent~Vanhoucke and
    Vijay~Vasudevan and
    Fernanda~Vi\'{e}gas and
    Oriol~Vinyals and
    Pete~Warden and
    Martin~Wattenberg and
    Martin~Wicke and
    Yuan~Yu and
    Xiaoqiang~Zheng},
  year={2015},
}

### GPs
@book{williams2006gaussian,
  title={{G}aussian processes for machine learning},
  author={Williams, Christopher KI and Rasmussen, Carl Edward},
  volume={2},
  issue={3},
  year={2006},
  publisher={MIT press Cambridge, MA}
}

## GP model selection
@inproceedings{lloyd2014automatic,
  title={Automatic construction and natural-language description of nonparametric regression models},
  author={Lloyd, James and Duvenaud, David and Grosse, Roger and Tenenbaum, Joshua and Ghahramani, Zoubin},
  booktitle={Proceedings of the AAAI Conference on Artificial Intelligence},
  volume={28},
  issue={1},
  year={2014}
}  % ???

@phdthesis{duvenaud2014automatic,
  title={Automatic model construction with {G}aussian processes},
  author={Duvenaud, David},
  year={2014},
  school={University of Cambridge}
}

@article{matthews2017gpflow,
  title={{GP}flow: {A} {G}aussian {P}rocess {L}ibrary using {T}ensor{F}low.},
  author={Matthews, Alexander G de G and Van Der Wilk, Mark and Nickson, Tom and Fujii, Keisuke and Boukouvalas, Alexis and Le{\'o}n-Villagr{\'a}, Pablo and Ghahramani, Zoubin and Hensman, James},
  journal={J. Mach. Learn. Res.},
  volume={18},
  number={40},
  pages={1--6},
  year={2017}
}

@article{truong2020selective,
  title={Selective review of offline change point detection methods},
  author={Truong, Charles and Oudre, Laurent and Vayatis, Nicolas},
  journal={Signal Processing},
  volume={167},
  number={},
  pages={107299},
  year={2020},
}

@article{scott1974cluster,
  title={A cluster analysis method for grouping means in the analysis of variance},
  author={Scott, Andrew Jhon and Knott, M},
  journal={Biometrics},
  volume={},
  number={},
  pages={507--512},
  year={1974}
}

@article{zou2014nonparametric,
  title={Nonparametric maximum likelihood approach to multiple change-point problems},
  author={Zou, Changliang and Yin, Guosheng and Feng, Long and Wang, Zhaojun},
  journal={The Annals of Statistics},
  volume={42},
  number={3},
  pages={970--1002},
  year={2014}
}

@inproceedings{wilson2013gaussian,
  title={{G}aussian process kernels for pattern discovery and extrapolation},
  author={Wilson, Andrew and Adams, Ryan},
  booktitle={International {C}onference on {M}achine {L}earning},
  pages={1067--1075},
  year={2013},
  organization={PMLR}
}

@inproceedings{duvenaud2013structure,
  title={Structure discovery in nonparametric regression through compositional kernel search},
  author={Duvenaud, David and Lloyd, James and Grosse, Roger and Tenenbaum, Joshua and Zoubin, Ghahramani},
  booktitle={International Conference on Machine Learning},
  pages={1166--1174},
  year={2013},
  organization={PMLR}
}

@article{green1995reversible,
  title={Reversible jump {M}arkov chain {M}onte {C}arlo computation and {B}ayesian model determination},
  author={Green, Peter J},
  journal={Biometrika},
  volume={82},
  number={4},
  pages={711--732},
  year={1995}
}

@article{adams2007bayesian,
  title={{B}ayesian online changepoint detection},
  author={Adams, Ryan Prescott and MacKay, David JC},
  journal={arXiv preprint arXiv:0710.3742},
  volume={},
  number={},
  pages={},
  year={2007}
}

@inproceedings{saatcci2010gaussian,
  title={{G}aussian process change point models},
  author={Saat{\c{c}}i, Yunus and Turner, Ryan D and Rasmussen, Carl E},
  booktitle={Proceedings of the 27th International Conference on Machine Learning (ICML-10)},
  pages={927--934},
  year={2010},
  organization={PMLR}
}  % ????

@article{keshavarz2018optimal,
  title={Optimal change point detection in {G}aussian processes},
  author={Keshavarz, Hossein and Scott, Clayton and Nguyen, XuanLong},
  journal={Journal of Statistical Planning and Inference},
  volume={193},
  number={},
  pages={151--178},
  year={2018},
}

@inproceedings{caldarelli2022adaptive,
  title={Adaptive {G}aussian process change point detection},
  author={Caldarelli, Edoardo and Wenk, Philippe and Bauer, Stefan and Krause, Andreas},
  booktitle={International Conference on Machine Learning},
  pages={2542--2571},
  year={2022},
  organization={PMLR}
}

@article{fryzlewicz2014wild,
  title={Wild binary segmentation for multiple change-point detection},
  author={Fryzlewicz, Piotr},
  journal={Annals of Statistics},
  volume={42},
  number={6},
  pages={2243--2281},
  year={2014}
}


@article{killick2012optimal,
  title={Optimal detection of changepoints with a linear computational cost},
  author={Killick, Rebecca and Fearnhead, Paul and Eckley, Idris A},
  journal={Journal of the American Statistical Association},
  volume={107},
  number={500},
  pages={1590--1598},
  year={2012}
}

@article{GPflow2017,
    author = {Matthews, Alexander G. de G. and
              {van der Wilk}, Mark and
              Nickson, Tom and
              Fujii, Keisuke. and
              {Boukouvalas}, Alexis and
              {Le{\'o}n-Villagr{\'a}}, Pablo and
              Ghahramani, Zoubin and
              Hensman, James},
    title = "{{GP}flow: A {G}aussian process library using {T}ensor{F}low}",
    journal = {Journal of Machine Learning Research},
    year = {2017},
    volume = {18},
    number = {40},
    pages = {1-6},
}

@article{aminikhanghahi2017survey,
  title={A survey of methods for time series change point detection},
  author={Aminikhanghahi, Samaneh and Cook, Diane J},
  journal={Knowledge and Information Systems},
  volume={51},
  number={2},
  pages={339--367},
  year={2017}
}

@article{van2020evaluation,
  title={An evaluation of change point detection algorithms},
  author={Van den Burg, Gerrit JJ and Williams, Christopher KI},
  journal={arXiv preprint arXiv:2003.06222},
  volume={}, 
  number={},
  pages={},
  year={2020}
}

@article{bach2008exploring,
  title={Exploring large feature spaces with hierarchical multiple kernel learning},
  author={Bach, Francis},
  journal={Advances in Neural Information Processing Systems},
  volume={21},
  number={},
  pages={},
  year={2008}
}

@article{demvsar2006statistical,
  title={Statistical comparisons of classifiers over multiple data sets},
  author={Dem{\v{s}}ar, Janez},
  journal={The Journal of Machine Learning Research},
  volume={7},
  pages={1--30},
  year={2006}
}

@article{matteson2014nonparametric,
  title={A nonparametric approach for multiple change point analysis of multivariate data},
  author={Matteson, David S and James, Nicholas A},
  journal={Journal of the American Statistical Association},
  volume={109},
  number={505},
  pages={334--345},
  year={2014}
}

@inproceedings{harchaoui2009regularized,
  title={A regularized kernel-based approach to unsupervised audio segmentation},
  author={Harchaoui, Zaid and Vallet, F{\'e}licien and Lung-Yut-Fong, Alexandre and Capp{\'e}, Olivier},
  booktitle={2009 IEEE International Conference on Acoustics, Speech and Signal Processing},
  pages={1665--1668},
  year={2009},
  organization={IEEE}
}

@inproceedings{garnett2009sequential,
  title={Sequential {B}ayesian prediction in the presence of changepoints},
  author={Garnett, Roman and Osborne, Michael A and Roberts, Stephen J},
  booktitle={Proceedings of the 26th Annual International Conference on Machine Learning},
  pages={345--352},
  year={2009},
  organization={PMLR}  
}  %???

@article{wilks1938large,
  title={The large-sample distribution of the likelihood ratio for testing composite hypotheses},
  author={Wilks, Samuel S},
  journal={The {A}nnals of {M}athematical {S}tatistics},
  volume={9},
  number={1},
  pages={60--62},
  year={1938}
}
@article{auger1989algorithms,
  title={Algorithms for the optimal identification of segment neighborhoods},
  author={Auger, Ivan E and Lawrence, Charles E},
  journal={Bulletin of Mathematical Biology},
  volume={51},
  number={1},
  pages={39--54},
  year={1989}
}

@article{celisse2018new,
  title={New efficient algorithms for multiple change-point detection with reproducing kernels},
  author={Celisse, Alain and Marot, Guillemette and Pierre-Jean, Morgane and Rigaill, GJ},
  journal={Computational Statistics \& Data Analysis},
  volume={128},
  number={},
  pages={200--220},
  year={2018},
}

@article{benavoli2016should,
  title={Should we really use post-hoc tests based on mean-ranks?},
  author={Benavoli, Alessio and Corani, Giorgio and Mangili, Francesca},
  journal={The Journal of Machine Learning Research},
  volume={17},
  number={1},
  pages={152--161},
  year={2016},
}

@incollection{wilcoxon1992individual,
  title={Individual comparisons by ranking methods},
  author={Wilcoxon, Frank},
  booktitle={Breakthroughs in statistics: Methodology and distribution},
  pages={196--202},
  year={1992},
  publisher={Springer}
}

@article{reeves2007review,
  title={A review and comparison of changepoint detection techniques for climate data},
  author={Reeves, Jaxk and Chen, Jien and Wang, Xiaolan L and Lund, Robert and Lu, Qi Qi},
  journal={Journal of Applied Meteorology and Climatology},
  volume={46},
  number={6},
  pages={900--915},
  year={2007}
}

@article{lai1995sequential,
  title={Sequential changepoint detection in quality control and dynamical systems},
  author={Lai, Tze Leung},
  journal={Journal of the Royal Statistical Society: Series B (Methodological)},
  volume={57},
  number={4},
  pages={613--644},
  year={1995}
}

@inproceedings{wilson2016deep,
  title={Deep kernel learning},
  author={Wilson, Andrew Gordon and Hu, Zhiting and Salakhutdinov, Ruslan and Xing, Eric P},
  booktitle={Artificial Intelligence and Statistics},
  pages={370--378},
  year={2016},
  organization={PMLR}
}

@article{killick2014changepoint,
  title={changepoint: An R package for changepoint analysis},
  author={Killick, Rebecca and Eckley, Idris A},
  journal={Journal of Statistical Software},
  volume={58},
  number={},
  pages={1--19},
  year={2014}
}

@article{james2013ecp,
  title={ecp: An {R} package for nonparametric multiple change point analysis of multivariate data},
  author={James, Nicholas A and Matteson, David S},
  journal={arXiv preprint arXiv:1309.3295}, 
    volume={},
    number={},
    pages={},
  year={2013}
}

@article{snelson2005sparse,
  title={Sparse {G}aussian processes using pseudo-inputs},
  author={Snelson, Edward and Ghahramani, Zoubin},
  journal={Advances in Neural Information Processing Systems},
  volume={18},
  number={},
  pages={},
  year={2005}
}

@inproceedings{hensman2015scalable,
  title={Scalable variational {G}aussian process classification},
  author={Hensman, James and Matthews, Alexander and Ghahramani, Zoubin},
  booktitle={Artificial Intelligence and Statistics},
  pages={351--360},
  year={2015},
  organization={PMLR}
}


@article{tartakovsky2012efficient,
  title={Efficient computer network anomaly detection by changepoint detection methods},
  author={Tartakovsky, Alexander G and Polunchenko, Aleksey S and Sokolov, Grigory},
  journal={IEEE Journal of Selected Topics in Signal Processing},
  volume={7},
  number={1},
  pages={4--11},
  year={2012}
}


@article{andreou2009structural,
  title={Structural breaks in financial time series},
  author={Andreou, Elena and Ghysels, Eric},
  journal={Handbook of Financial Time Series},
  volume={},
  number={},
  pages={839--870},
  year={2009}
}

@inproceedings{keogh2001online,
  title={An online algorithm for segmenting time series},
  author={Keogh, Eamonn and Chu, Selina and Hart, David and Pazzani, Michael},
  booktitle={Proceedings 2001 IEEE International Conference on Data Mining},
  pages={289--296},
  year={2001},
  organization={IEEE}
}


@inproceedings{leeftink2020spectral,
  title={Spectral discontinuity design: Interrupted time series with spectral mixture kernels},
  author={Leeftink, David and Hinne, Max},
  booktitle={Machine Learning for Health},
  pages={213--225},
  year={2020},
  organization={PMLR}
}

@article{vostrikova1981detecting,
  title={Detecting “disorder” in multidimensional random processes},
  author={Vostrikova, Lyudmila Yur'evna},
  journal={Doklady Akademii Nauk},
  volume={259},
  number={2},
  pages={270--274},
  year={1981},
}

@article{olshen2004circular,
  title={Circular binary segmentation for the analysis of array-based {DNA} copy number data},
  author={Olshen, Adam B and Venkatraman, E Seshan and Lucito, Robert and Wigler, Michael},
  journal={Biostatistics},
  volume={5},
  number={4},
  pages={557--572},
  year={2004},
  publisher={Oxford University Press}
}

@article{hogg1956distribution,
  title={On the distribution of the likelihood ratio},
  author={Hogg, Robert V},
  journal={The Annals of {M}athematical {S}tatistics},
  pages={529--532},
  year={1956},
  volume={},
  number={}
}

@article{chen2022high,
  title={High-dimensional, multiscale online changepoint detection},
  author={Chen, Yudong and Wang, Tengyao and Samworth, Richard J},
  journal={Journal of the Royal Statistical Society Series B: Statistical Methodology},
  volume={84},
  number={1},
  pages={234--266},
  year={2022},
}

@article{lebarbier2005detecting,
  title={Detecting multiple change-points in the mean of {G}aussian process by model selection},
  author={Lebarbier, {\'E}milie},
  journal={Signal {P}rocessing},
  volume={85},
  number={4},
  pages={717--736},
  year={2005},
}


@article{knoblauch2018doubly,
  title={Doubly Robust {B}ayesian Inference for Non-Stationary Streaming Data with $\beta $-Divergences},
  author={Knoblauch, Jeremias and Jewson, Jack E and Damoulas, Theodoros},
  journal={Advances in Neural Information Processing Systems},
  volume={31},
  number={},
  pages={},
  year={2018}
}

@inproceedings{knoblauch2018spatio,
  title={Spatio-temporal {B}ayesian on-line changepoint detection with model selection},
  author={Knoblauch, Jeremias and Damoulas, Theodoros},
  booktitle={International Conference on Machine Learning},
  pages={2718--2727},
  year={2018},
  organization={PMLR}
}


@inbook{fruhwirth2006finite,
  title={Finite mixture and Markov switching models},
  author={Fr{\"u}hwirth-Schnatter, Sylvia},
  year={2006},
  pages={114-115},
  publisher={Springer}
}

@article{chen2004testing,
  title={Testing for a finite mixture model with two components},
  author={Chen, Hanfeng and Chen, Jiahua and Kalbfleisch, John D},
  journal={Journal of the Royal Statistical Society Series B: Statistical Methodology},
  volume={66},
  number={1},
  pages={95--115},
  year={2004}
}


@book{wolfe1971monte,
  title={A Monte Carlo study of the sampling distribution of the likelihood ratio for mixtures of multinormal distributions},
  author={Wolfe, John H},
  volume={72},
  issue={},
  year={1971},
  publisher={Naval Personnel and Training Research Laboratory San Diego}
}


### MALA


@inproceedings{corduneanu2001variational,
  title={Variational {B}ayesian model selection for mixture distributions},
  author={Corduneanu, Adrian and Bishop, Christopher M},
  booktitle={Proceedings eighth {I}nternational conference on {A}rtificial {I}ntelligence and {S}tatistics},
  pages={27--34},
  year={2001},
  organization={Morgan Kaufmann}
}
