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Recent advances in molecular biology and fluorescence microscopy imaging have made possible the inference of the dynamics of single molecules in living cells. Changes of dynamics can occur along a trajectory. Then, an issue is to estimate the temporal change-points that is the times at which a change of dynamics occurs. The number of points in the trajectory required to detect such changes will depend on both the magnitude and type of the motion changes. Here, the number of points per trajectory is of the order of 102, even if in practice dramatic motion changes can be detected with less points.

A sequential algorithm to detect diffusion switching along intracellular particle trajectories