“…The CPD problem naturally arises in the context of many applied problems such as image analysis, speech recognition, human activity analysis, medical condition monitoring, financial and environmental data analysis, and modeling (see, e.g., Antoch & Jarušková, ; Aue, Horváth, Hušková, & Kokoszka, ; Bhandari, Kawitkar, & Borawake, ; Khapalova, Jandhyala, Fotopoulos, & Overland, ; MacNeill, ; Radke, Andra, Al‐Kofahi, & Roysam, ; Tran, ; Yang, Dumont, & Ansermino, ). When analyzing environmental data, change points may arise due to several factors such as changes in the experimental design (e.g., change in equipment, procedure, location, etc.)…”