Publication:80474

DOI10.48550/arXiv.1202.3878zbMath1446.62120arXiv1202.3878MaRDI QIDQ80474

Sylvain Arlot, Zaid Harchaoui, Alain Celisse, Zaid Harchaoui, Alain Celisse, Sylvain Arlot

Publication date: 17 February 2012

Full work available at URL: https://arxiv.org/abs/1202.3878

zbMATH Keywords

model selectionkernel methodsconcentration inequalitychange-point detection

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to environmental and related topics (62P12) Order statistics; empirical distribution functions (62G30)

Related Items

A robust bootstrap change point test for high-dimensional location parameter ⋮ Optimal multiple change-point detection for high-dimensional data ⋮ Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences ⋮ Optimal change-point detection and localization ⋮ Equivariant variance estimation for multiple change-point model ⋮ Change point detection for high dimensional data via kernel measure with application to human aging brain data ⋮ Consistent change-point detection with kernels ⋮ Density-Difference Estimation ⋮ Applicability and interpretability of Ward's hierarchical agglomerative clustering with or without contiguity constraints ⋮ Fréchet change-point detection ⋮ A Kernel Multiple Change-point Algorithm via Model Selection ⋮ kcpRS ⋮ Optimal nonparametric change point analysis ⋮ Scan B-statistic for kernel change-point detection ⋮ High dimensional change point inference: recent developments and extensions ⋮ Change detection using an iterative algorithm with guarantees ⋮ Theory and applications of financial chaos index ⋮ Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence ⋮ Multiscale Change Point Inference

Uses Software

• changepoint
• ecp
• ruptures
• GitHub
• FASeg

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A Kernel Multiple Change-point Algorithm via Model Selection
• Principal component analysis for second-order stationary vector time series
• Equivalence of distance-based and RKHS-based statistics in hypothesis testing
• Detecting multiple change-points in the mean of Gaussian process by model selection
• A factor model approach for the joint segmentation with between-series correlation
• Long signal change-point detection
• Nonparametric stochastic approximation with large step-sizes
• Wild binary segmentation for multiple change-point detection
• Family-wise separation rates for multiple testing
• Model selection for the segmentation of multiparameter exponential family distributions
• Segmentation of the mean of heteroscedastic data via cross-validation
• Slope heuristics: overview and implementation
• Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process
• Consistencies and rates of convergence of jump-penalized least squares estimators
• Gaussian model selection with an unknown variance
• Estimating the number of change-points via Schwarz' criterion
• Algorithms for the optimal identification of segment neighborhoods
• Consistent change-point detection with kernels
• A new algorithm for fixed design regression and denoising
• New efficient algorithms for multiple change-point detection with reproducing kernels
• On the estimation of jump points in smooth curves
• Multiple breaks detection in general causal time series using penalized quasi-likelihood
• Graph-based change-point detection
• High-dimensional change-point estimation: combining filtering with convex optimization
• Joint segmentation of multivariate Gaussian processes using mixed linear models
• Nonparametric functional data analysis. Theory and practice.
• Least‐squares Estimation of an Unknown Number of Shifts in a Time Series
• Hilbert space embeddings and metrics on probability measures
• Learning the Intensity of Time Events With Change-Points
• Empirical Analysis of an Evolving Social Network
• On Grouping for Maximum Homogeneity
• Learning Theory
• Mathematical Foundations of Infinite-Dimensional Statistical Models
• Support Vector Machines
• Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
• Remarks on Inequalities for Large Deviation Probabilities
• Locality Statistics for Anomaly Detection in Time Series of Graphs
• Detecting Changes in the Mean of Functional Observations
• Optimal Detection of Changepoints With a Linear Computational Cost
• Estimating a discrete distributionviahistogram selection
• A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data
• Semi-parametric segmentation of multiple series using a DP-Lasso strategy
• Segmentation of the Poisson and negative binomial rate models: a penalized estimator
• Greedy Kernel Change-Point Detection
• Scan B-statistic for kernel change-point detection
• Minimal penalties and the slope heuristics: a survey
• Universality, Characteristic Kernels and RKHS Embedding of Measures
• A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data
• Sequential block bootstrap in a Hilbert space with application to change point analysis
• Multiscale Change Point Inference
• Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes
• Histogram selection in non Gaussian regression
• Modeling the shape of the scene: A holistic representation of the spatial envelope
• Gaussian model selection
• New concentration inequalities in product spaces