Hello, mps. So you want to see if there’s some universal changepoint across timeseries? This seems like a valid statistical question, but one I would not know how to do, since it involves timeseries (something which currently takes more effort to get to work in Pymc3). To get a start on changepoint detection, you could look at the thread I started once, trying to go over how to do it (and receiving absolutely excellent advice from the community).
I am sure there are some people in this forum who could give you the advanced advice you need once you’ve done basic changepoint detection.