“…Such change-point models have been developed and applied to a variety of data, including stock markets (Chen and Gupta, 1997; Xuan and Murphy, 2007; Koop and Potter, 2004; Hsu, 1977), process control (Aroian and Levene, 1950), disease demographics (Denison and Holmes, 2001), DNA (Liu and Lawrence, 1999; Fearnhead and Liu, 2007), EEG (Bodenstein and Praetorius, 1977; Barlow et al, 1981), NMR (Adams and MacKay, 2007; Fearnhead, 2006), and the bee “waggle dance” (Xuan and Murphy, 2007). However, most of this progress has been restricted to offline inference, which uses the entire data stream (past, present, and future) to infer change-point locations (Smith, 1975; Barry and Hartigan, 1993; Stephens, 1994; Green, 1995; Chib, 1998; Fearnhead, 2006).…”