Genomic instability in cancer leads to abnormal genome copy number alterations (CNA) that are associated with the development and behavior of tumors. Advances in microarray technology have allowed for greater resolution in detection of DNA copy number changes (amplifications or deletions) across the genome. However, the increase in number of measured signals and accompanying noise from the array probes present a challenge in accurate and fast identification of breakpoints that define CNA. This article proposes a novel detection technique that exploits the use of piece wise constant (PWC) vectors to represent genome copy number and sparse Bayesian learning (SBL) to detect CNA breakpoints.