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 …

Seeded binary segmentation: a general methodology for fast and optimal changepoint detection

S Kovács, P Bühlmann, H Li, A Munk - Biometrika, 2023 - academic.oup.com
We propose seeded binary segmentation for large-scale changepoint detection problems.
We construct a deterministic set of background intervals, called seeded intervals, in which …

Data segmentation algorithms: Univariate mean change and beyond

H Cho, C Kirch - Econometrics and Statistics, 2024 - Elsevier
Data segmentation aka multiple change point analysis has received considerable attention
due to its importance in time series analysis and signal processing, with applications in a …

Heterogeneous change point inference

F Pein, H Sieling, A Munk - … the Royal Statistical Society Series B …, 2017 - academic.oup.com
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 …

FDR-control in multiscale change-point segmentation

H Li, A Munk, H Sieling - 2016 - projecteuclid.org
Fast multiple change-point segmentation methods, which additionally provide faithful
statistical statements on the number, locations and sizes of the segments, have recently …

Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection

P Fryzlewicz - Journal of the Korean Statistical Society, 2020 - Springer
Many existing procedures for detecting multiple change-points in data sequences fail in
frequent-change-point scenarios. This article proposes a new change-point detection …

Statistics and related topics in single-molecule biophysics

H Qian, SC Kou - Annual review of statistics and its application, 2014 - annualreviews.org
Since the universal acceptance of atoms and molecules as the fundamental constituents of
matter in the early-twentieth century, molecular physics, chemistry, and molecular biology …

Tail-greedy bottom-up data decompositions and fast multiple change-point detection

P Fryzlewicz - 2018 - projecteuclid.org
Supplement to “Tail-greedy bottom-up data decompositions and fast multiple change-point
detection”. Extension of the TGUH methodology to dependent non-Gaussian data; …

SEGMENTATION AND ESTIMATION OF CHANGE-POINT MODELS

X Fang, J Li, D Siegmund - The Annals of Statistics, 2020 - JSTOR
To segment a sequence of independent random variables at an unknown number of change-
points, we introduce new procedures that are based on thresholding the likelihood ratio …

Autocovariance Estimation in Regression with a Discontinuous Signal and m‐Dependent Errors: A Difference‐Based Approach

I Tecuapetla‐Gómez, A Munk - Scandinavian Journal of …, 2017 - Wiley Online Library
We discuss a class of difference‐based estimators for the autocovariance in nonparametric
regression when the signal is discontinuous and the errors form a stationary m‐dependent …