Change-point models are generative models of time-varying data in which the underlying generative parameters undergo discontinuous changes at different points in time known as change points. Change-points often represent important events in the underlying processes, like a change in brain state reflected in EEG data or a change in the value of a company reflected in its stock price. However, change-points can be difficult to identify in noisy data streams. Previous attempts to identify change-points online using Bayesian inference relied on specifying in advance the rate at which they occur, called the hazard rate ( h ). This approach leads to predictions that can depend strongly on the choice of h and is unable to deal optimally with systems in which h is not constant in time. In this letter, we overcome these limitations by developing a hierarchical extension to earlier models. This approach allows h itself to be inferred from the data, which in turn helps to identify when change-points occur. We show that our approach can effectively identify change-points in both toy and real data sets with complex hazard rates and how it can be used as an ideal-observer model for human and animal behavior when faced with rapidly changing inputs.

We introduce a novel type of neural network, termed the parallel Hopfield network, that can simultaneously effect the dynamics of many different, independent Hopfield networks in parallel in the same piece of neural hardware. Numerically we find that under certain conditions, each Hopfield subnetwork has a finite memory capacity approaching that of the equivalent isolated attractor network, while a simple signal-to-noise analysis sheds qualitative, and some quantitative, insight into the workings (and failures) of the system.