Array comparative genomic hybridization (aCGH) is a pervasive technique used to identify chromosomal aberrations in human diseases, including cancer. Aberrations are defined as regions of increased or decreased DNA copy number, relative to a normal sample. Accurately identifying the locations of these aberrations has many important medical applications. Unfortunately, the observed copy number changes are often corrupted by various sources of noise, making the boundaries hard to detect. One popular current technique uses hidden Markov models (HMMs) to divide the signal into regions of constant copy number called segments, a subsequent classification phase labels each segment as a gain, a loss or neutral. Unfortunately, standard HMMs are sensitive to outliers, causing over-segmentation, where segments erroneously span very short regions.