Change Point Detection Algorithms

Gerrit van den Burg, Postdoctoral Researcher at The Alan Turing Institute, joins us today to discuss his work "An Evaluation of Change Point Detection Algorithms."

Guest

Gerrit van den Burg: Gerrit van den Burg is a machine learning scientist based in London. He recently completed a postdoc at the Alan Turing Institute, the UK's national institute for data science and AI. Gerrit obtained his PhD from the Erasmus University Rotterdam in the Netherlands, and holds Master degrees in applied physics and econometrics. Gerrit has also been a visiting scholar at the University of Michigan in the US. His research interests cover a number of machine learning topics including time series analysis, generative models, kernel methods, and automated data wrangling. Gerrit's work has been published in the Journal of Machine Learning Research, Data Mining and Knowledge Discovery, and AISTATS, and is available in various software packages for Python and R. You can find out more about his work at: https://gertjanvandenburg.com