Multiscale change point inference
K Frick, A Munk, H Sieling - … the Royal Statistical Society Series B …, 2014 - academic.oup.com
We introduce a new estimator, the simultaneous multiscale change point estimator SMUCE,
for the change point problem in exponential family regression. An unknown step function is …
for the change point problem in exponential family regression. An unknown step function is …
Heterogeneous change point inference
We propose, a heterogeneous simultaneous multiscale change point estimator called 'H-
SMUCE'for the detection of multiple change points of the signal in a heterogeneous …
SMUCE'for the detection of multiple change points of the signal in a heterogeneous …
Multiple change-point estimation with a total variation penalty
Z Harchaoui, C Lévy-Leduc - Journal of the American Statistical …, 2010 - Taylor & Francis
We propose a new approach for dealing with the estimation of the location of change-points
in one-dimensional piecewise constant signals observed in white noise. Our approach …
in one-dimensional piecewise constant signals observed in white noise. Our approach …
Seeded binary segmentation: a general methodology for fast and optimal changepoint detection
We propose seeded binary segmentation for large-scale changepoint detection problems.
We construct a deterministic set of background intervals, called seeded intervals, in which …
We construct a deterministic set of background intervals, called seeded intervals, in which …
ecp: An R package for nonparametric multiple change point analysis of multivariate data
NA James, DS Matteson - arXiv preprint arXiv:1309.3295, 2013 - arxiv.org
There are many different ways in which change point analysis can be performed, from purely
parametric methods to those that are distribution free. The ecp package is designed to …
parametric methods to those that are distribution free. The ecp package is designed to …
On change point detection and estimation
J Chen, AK Gupta - Communications in statistics-simulation and …, 2001 - Taylor & Francis
Full article: ON CHANGE POINT DETECTION AND ESTIMATION Skip to Main Content Taylor
and Francis Online homepage Taylor and Francis Online homepage Log in | Register Cart …
and Francis Online homepage Taylor and Francis Online homepage Log in | Register Cart …
A MOSUM procedure for the estimation of multiple random change points
B Eichinger, C Kirch - 2018 - projecteuclid.org
A MOSUM procedure for the estimation of multiple random change points Page 1 Bernoulli
24(1), 2018, 526–564 DOI: 10.3150/16-BEJ887 A MOSUM procedure for the estimation of …
24(1), 2018, 526–564 DOI: 10.3150/16-BEJ887 A MOSUM procedure for the estimation of …
Minimax estimation of sharp change points
M Raimondo - Annals of statistics, 1998 - JSTOR
We define the sharp change point problem as an extension of earlier problems in change
point analysis related to nonparametric regression. As particular cases, these include …
point analysis related to nonparametric regression. As particular cases, these include …
Data dependent wavelet thresholding in nonparametric regression with change-point applications
T Ogden, E Parzen - Computational Statistics & Data Analysis, 1996 - Elsevier
In one version of the change-point problem one has independent observationsY1,…, Yn
which have the same mean under the null hypothesis. This problem is transformed into a …
which have the same mean under the null hypothesis. This problem is transformed into a …
A sharp error analysis for the fused lasso, with application to approximate changepoint screening
In the 1-dimensional multiple changepoint detection problem, we derive a new fast error rate
for the fused lasso estimator, under the assumption that the mean vector has a sparse …
for the fused lasso estimator, under the assumption that the mean vector has a sparse …