Change Point Detection in Pairwise Comparison Data with Covariates
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Cites work
- A Minimum Description Length-Based Image Segmentation Procedure, and Its Comparison with a Cross-Validation-Based Segmentation Procedure
- A pruned dynamic programming algorithm to recover the best segmentations with 1 to \(K_{\max}\) change-points
- Alternating Pruned Dynamic Programming for Multiple Epidemic Change-Point Estimation
- An Introduction to Coding Theory and the Two-Part Minimum Description Length Principle
- Dynamic Bradley-Terry modelling of sports tournaments
- Dynamic paired comparison models with stochastic variances
- Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models
- scientific article; zbMATH DE number 3152611 (Why is no real title available?)
- scientific article; zbMATH DE number 1833048 (Why is no real title available?)
- scientific article; zbMATH DE number 3073477 (Why is no real title available?)
- Information and complexity in statistical modeling.
- Optimal detection of changepoints with a linear computational cost
- Parameter Estimation in Large Dynamic Paired Comparison Experiments
- Segmented model selection in quantile regression using the minimum description length principle
- Structural Break Estimation for Nonstationary Time Series Models
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