We propose seeded binary segmentation for large-scale changepoint detection problems. We construct a deterministic set of background intervals, called seeded intervals, in which …
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 …
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 …
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 …
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 …
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 …
Supplement to “Tail-greedy bottom-up data decompositions and fast multiple change-point detection”. Extension of the TGUH methodology to dependent non-Gaussian data; …
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 …
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 …