Change-point detection in regression models via the max-EM algorithm

DOI10.1016/J.CSDA.2025.108278MaRDI QIDQ7249800zbMATH OpenFDO

Authors Modibo Diabaté, Gregory Nuel, Olivier Bouaziz

Publication date 19 May 2026

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CSDA.2025.108278

zbMATH Keywords

breakpoint detectionclassification-EMconstrained hidden Markov modelsmaximum likelihood inferenceregression modelingstatistical breakpoint test

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites work

• A classification EM algorithm for clustering and two stochastic versions
• A Cluster Analysis Method for Grouping Means in the Analysis of Variance
• Constrained dynamic programming and supervised penalty learning algorithms for peak detection in genomic data
• Detecting simultaneous change points in multiple sequences
• Estimation of stochastic volatility models with diagnostics
• Local convergence analysis of a grouped variable version of coordinate descent
• Multiscale and multilevel technique for consistent segmentation of nonstationary time series
• On optimal multiple changepoint algorithms for large data
• Optimal detection of changepoints with a linear computational cost
• Principal Curves
• Properties and refinements of the fused Lasso
• Sparsity and Smoothness Via the Fused Lasso

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