HDCD (Q5979867): Difference between revisions
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High-Dimensional Changepoint Detection
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HDCD |
High-Dimensional Changepoint Detection |
Statements
Efficient implementations of the following multiple changepoint detection algorithms: Efficient Sparsity Adaptive Change-point estimator by Moen, Glad and Tveten (2023) <arXiv:2306.04702> , Informative Sparse Projection for Estimating Changepoints by Wang and Samworth (2017) <doi:10.1111/rssb.12243>, and the method of Pilliat et al (2023) <doi:10.1214/23-EJS2126>.
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19 November 2023
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