Harnessing the power of topological data analysis to detect change points

We introduce a novel geometry‐oriented methodology, based on the emerging tools of topological data analysis, into the change‐point detection framework. The key rationale is that change points are likely to be associated with changes in geometry behind the data‐generating process. While the applications of topological data analysis to change‐point detection are potentially very broad, in this paper, we primarily focus on integrating topological...