Parallelization of a Common Changepoint Detection Method

DOI10.1080/10618600.2019.1647216OpenAlexW2964247090WikidataQ127440175 ScholiaQ127440175MaRDI QIDQ3391463

Idris A. Eckley, Kaylea Haynes, S. O. Tickle, Paul Fearnhead

Publication date: 28 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10618600.2019.1647216

zbMATH Keywords

dynamic programmingparallelizationchangepoint detectionPELT

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Univariate mean change point detection: penalization, CUSUM and optimality ⋮ Efficient multiple change point detection for high‐dimensional generalized linear models

Uses Software

• foreach
• wbs
• doParallel

Cites Work

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• Adaptive estimation of a quadratic functional by model selection.
• A Cluster Analysis Method for Grouping Means in the Analysis of Variance
• Optimal Detection of Changepoints With a Linear Computational Cost
• Changepoint Detection in the Presence of Outliers
• Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
• Circular binary segmentation for the analysis of array-based DNA copy number data
• On estimation of the change points in multivariate regression models with structural changes

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