Consistent change-point detection with kernels (Q1711585): Difference between revisions

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+Adapting to unknown sparsity by controlling the false discovery rate
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+Segmentation of the mean of heteroscedastic data via cross-validation
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+A Kernel Multiple Change-point Algorithm via Model Selection
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+Theory of Reproducing Kernels
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Gaussian model selection
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+Minimal penalties for Gaussian model selection
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+Consistencies and rates of convergence of jump-penalized least squares estimators
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+Asymptotically Optimal Methods of Early Change-Point Detection
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+Nonparametric change-point estimation
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+New efficient algorithms for multiple change-point detection with reproducing kernels
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+A new algorithm for fixed design regression and denoising
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+An online kernel change detection algorithm
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+Nonparametric stochastic approximation with large step-sizes
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+On Grouping for Maximum Homogeneity
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+Wild binary segmentation for multiple change-point detection
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+Generalization of an inequality of Kolmogorov
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+Q3713407
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+Using labeled data to evaluate change detectors in a multivariate streaming environment
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+On Minimax Estimation of a Discontinuous Signal
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+Minimax theory of image reconstruction
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+Using penalized contrasts for the change-point problem
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+Least‐squares Estimation of an Unknown Number of Shifts in a Time Series
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+Detection of multiple change-points in multivariate time series
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+Detecting multiple change-points in the mean of Gaussian process by model selection
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+Probability in Banach spaces. Isoperimetry and processes
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+Support consistency of direct sparse-change learning in Markov networks
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+A test for a change in a parameter occurring at an unknown point
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+Sequential block bootstrap in a Hilbert space with application to change point analysis
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+The Hájek-Rényi inequality for Banach space valued martingales and the \(p\) smoothness of Banach spaces
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+Multiscale local change point detection with applications to value-at-risk
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+Q5420263
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+Greedy Kernel Change-Point Detection
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+Detecting gradual changes in locally stationary processes
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+Parsimonious Segmentation of Time Series by Potts Models
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+Estimating the number of change-points via Schwarz' criterion
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+Q3497042
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+Nonparametric maximum likelihood approach to multiple change-point problems
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