Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences (Q6172150): Difference between revisions

Latest revision as of 14:55, 2 August 2024

scientific article; zbMATH DE number 7727723

Language	Label	Description	Also known as
English	Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences	scientific article; zbMATH DE number 7727723

Statements

instance of

scholarly article

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title

Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences (English)

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author

Andreas Anastasiou

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Angelos Papanastasiou

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published in

Statistics and Computing

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publication date

16 August 2023

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full work available at URL

https://arxiv.org/abs/2211.06856

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zbMATH Keywords

change-point detection

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high-dimensional setting

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piecewise-constant structure

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piecewise-linear structure

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MaRDI profile type

MaRDI publication profile

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cites work

Detecting multiple generalized change-points by isolating single ones

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Permutation tests in change point analysis

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A Kernel Multiple Change-point Algorithm via Model Selection

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Algorithms for the optimal identification of segment neighborhoods

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Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features

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Detecting changes in cross-sectional dependence in multivariate time series

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Nonparametric change-point estimation

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Detection with the scan and the average likelihood ratio

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Change-point detection in panel data via double CUSUM statistic

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Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation

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High-dimensional change-point detection under sparse alternatives

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Detecting Changes in Slope With an L0 Penalty

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Multiscale Change Point Inference

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Wild binary segmentation for multiple change-point detection

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Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection

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Consistent change-point detection with kernels

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The Influence Curve and Its Role in Robust Estimation

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Change‐point detection in panel data

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Q3713407

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Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance

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Uniform change point tests in high dimension

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Optimal Detection of Changepoints With a Linear Computational Cost

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

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Detection of multiple change-points in multivariate time series

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Q3400726

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A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data

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SLEX Analysis of Multivariate Nonstationary Time Series

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Minimax estimation of sharp change points

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A pruned dynamic programming algorithm to recover the best segmentations with $1$ to $K_{max}$ change-points

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Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery

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Adaptive piecewise polynomial estimation via trend filtering

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High Dimensional Change Point Estimation via Sparse Projection

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Model Selection and Estimation in Regression with Grouped Variables

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Nonparametric maximum likelihood approach to multiple change-point problems

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Identifiers

zbMATH Open document ID

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10.1007/s11222-023-10261-z

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6172150

@@ Property / cites work @@
+Detecting multiple generalized change-points by isolating single ones
+Normal rank
@@ Property / cites work @@
+Permutation tests in change point analysis
@@ Property / cites work: Permutation tests in change point analysis / rank @@
+Normal rank
@@ Property / cites work @@
+A Kernel Multiple Change-point Algorithm via Model Selection
+Normal rank
@@ Property / cites work @@
+Algorithms for the optimal identification of segment neighborhoods
+Normal rank
@@ Property / cites work @@
+Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
+Normal rank
@@ Property / cites work @@
+Detecting changes in cross-sectional dependence in multivariate time series
+Normal rank
@@ Property / cites work @@
+Nonparametric change-point estimation
@@ Property / cites work: Nonparametric change-point estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Detection with the scan and the average likelihood ratio
+Normal rank
@@ Property / cites work @@
+Change-point detection in panel data via double CUSUM statistic
+Normal rank
@@ Property / cites work @@
+Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
+Normal rank
@@ Property / cites work @@
+High-dimensional change-point detection under sparse alternatives
+Normal rank
@@ Property / cites work @@
+Detecting Changes in Slope With an <i><i>L</i><sub>0</sub></i> Penalty
+Normal rank
@@ Property / cites work @@
+Multiscale Change Point Inference
@@ Property / cites work: Multiscale Change Point Inference / rank @@
+Normal rank
@@ Property / cites work @@
+Wild binary segmentation for multiple change-point detection
+Normal rank
@@ Property / cites work @@
+Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
+Normal rank
@@ Property / cites work @@
+Consistent change-point detection with kernels
@@ Property / cites work: Consistent change-point detection with kernels / rank @@
+Normal rank
@@ Property / cites work @@
+The Influence Curve and Its Role in Robust Estimation
+Normal rank
@@ Property / cites work @@
+Change‐point detection in panel data
@@ Property / cites work: Change‐point detection in panel data / rank @@
+Normal rank
@@ Property / cites work @@
+Q3713407
@@ Property / cites work: Q3713407 / rank @@
+Normal rank
@@ Property / cites work @@
+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
+Normal rank
@@ Property / cites work @@
+Uniform change point tests in high dimension
@@ Property / cites work: Uniform change point tests in high dimension / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Detection of Changepoints With a Linear Computational Cost
+Normal rank
@@ Property / cites work @@
+Seeded binary segmentation: a general methodology for fast and optimal changepoint detection
+Normal rank
@@ Property / cites work @@
+Detection of multiple change-points in multivariate time series
+Normal rank
@@ Property / cites work @@
+Q3400726
@@ Property / cites work: Q3400726 / rank @@
+Normal rank
@@ Property / cites work @@
+A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data
+Normal rank
@@ Property / cites work @@
+SLEX Analysis of Multivariate Nonstationary Time Series
+Normal rank
@@ Property / cites work @@
+Minimax estimation of sharp change points
@@ Property / cites work: Minimax estimation of sharp change points / rank @@
+Normal rank
@@ Property / cites work @@
+A pruned dynamic programming algorithm to recover the best segmentations   with $1$ to $K_{max}$ change-points
+Normal rank
@@ Property / cites work @@
+Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery
+Normal rank
@@ Property / cites work @@
+Adaptive piecewise polynomial estimation via trend filtering
+Normal rank
@@ Property / cites work @@
+High Dimensional Change Point Estimation via Sparse Projection
+Normal rank
@@ Property / cites work @@
+Model Selection and Estimation in Regression with Grouped Variables
+Normal rank
@@ Property / cites work @@
+Nonparametric maximum likelihood approach to multiple change-point problems
+Normal rank