Hi everyone, new to this forum and the library. Amazed by what it has to offer and am looking forward to applying this in practice.
I’ve seen many examples of change point detection where the number of change points is known in advance. Is it possible for the number of change points to come from say a Poisson distribution? For example, I observe 1000 values and expect to have 3 change points on average, but the actual number is random. So I actually want to find out what the number of change points is in addition to when they happened and what the parameters of the distributions between the change points are. Hope this makes sense. Would be interested to see example code demonstrating this.
Appreciate your help!