Romero Medrano, LorenaMoreno Múñoz, PabloArtés Rodríguez, Antonio2023-09-252023-09-252021-10-08Romero-Medrano, L., Moreno-Muñoz, P., & Artés-Rodríguez, A. (2021). Multinomial Sampling of Latent Variables for Hierarchical Change-Point Detection. Journal of Signal Processing Systems,94 (2), pp. 215-227.1939-8018https://hdl.handle.net/10016/38442Bayesian change-point detection, with latent variable models, allows to perform segmentation of high-dimensional time-series with heterogeneous statistical nature. We assume that change-points lie on a lower-dimensional manifold where we aim to infer a discrete representation via subsets of latent variables. For this particular model, full inference is computationally unfeasible and pseudo-observations based on point-estimates of latent variables are used instead. However, if their estimation is not certain enough, change-point detection gets affected. To circumvent this problem, we propose a multinomial sampling methodology that improves the detection rate and reduces the delay while keeping complexity stable and inference analytically tractable. Our experiments show results that outperform the baseline method and we also provide an example oriented to a human behavioral study.eng© The author(s) 2021Atribución 3.0 EspañaBayesian inferenceChange-point detection (CPD)Latent variable modelsMultinomial likelihoodsresearch articleTelecomunicacioneshttps://doi.org/10.1007/s11265-021-01705-8open access215227Journal of Signal Processing Systems for Signal Image and Video Technology94AR/0000029241