Multiscale Change Point Inference (Q5743255)

scientific article; zbMATH DE number 7052801

Language	Label	Description	Also known as
English	Multiscale Change Point Inference	scientific article; zbMATH DE number 7052801

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instance of

scholarly article

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title

Multiscale Change Point Inference (English)

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zbMATH Open document ID

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Journal of the Royal Statistical Society Series B: Statistical Methodology

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publication date

9 May 2019

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full work available at URL

https://arxiv.org/abs/1301.7212

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Mathematics Subject Classification ID

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change point regression

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dynamic programming

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exponential families

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honest confidence sets

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multiscale methods

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describes a project that uses

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MaRDI publication profile

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Detection of an anomalous cluster in a network

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A Kernel Multiple Change-point Algorithm via Model Selection

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Estimating and Testing Linear Models with Multiple Structural Changes

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Q3121550

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Q4322338

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Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case

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Gaussian model selection

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Consistencies and rates of convergence of jump-penalized least squares estimators

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Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation

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Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems

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Nonparametric regression in exponential families

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Statistics for high-dimensional data. Methods, theory and applications.

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The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).

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Q4493911

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Detection with the scan and the average likelihood ratio

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SiZer for Exploration of Structures in Curves

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Scale space view of curve estimation.

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Q4494545

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Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time

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Q4348180

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Recursive computation of piecewise constant volatilities

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Local extremes, runs, strings and multiresolution. (With discussion)

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Nonparametric regression, confidence regions and regularization

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Complexity \(L^0\)-penalized \(M\)-estimation: consistency in more dimensions

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Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?

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One-sided inference about functionals of a density

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De-noising by soft-thresholding

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The asymptotic behavior of some nonparametric change-point estimators

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Extensions of smoothing via taut strings

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Multiscale testing of qualitative hypotheses

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Multiscale inference about a density

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Statistical multiresolution Dantzig estimation in imaging: fundamental concepts and algorithmic framework

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Hidden Markov models approach to the analysis of array CGH data

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Pathwise coordinate optimization

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Unbalanced Haar Technique for Nonparametric Function Estimation

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A stochastic process approach to false discovery control.

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Multiple Change-Point Estimation With a Total Variation Penalty

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Inference about the change-point in a sequence of random variables

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Inference about the change-point in a sequence of binomial variables

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Q3550593

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Q4680282

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Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance

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A generalized Dantzig selector with shrinkage tuning

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Optimal Sparse Segment Identification With Application in Copy Number Variation Analysis

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Shao's theorem on the maximum of standardized random walk increments for multidimensional arrays

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Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points

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Optimal Detection of Changepoints With a Linear Computational Cost

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Multiscale likelihood analysis and complexity penalized estimation.

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Multiscale generalised linear models for nonparametric function estimation

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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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Q3400726

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Honest confidence regions for nonparametric regression

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Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model

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Locally adaptive regression splines

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Lasso-type recovery of sparse representations for high-dimensional data

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Q4051384

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Circular binary segmentation for the analysis of array-based DNA copy number data

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A test for a change in a parameter occurring at an unknown point

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Exact posterior distributions and model selection criteria for multiple change-point detection problems

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Sparse estimation by exponential weighting

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Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics

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Multiscale methods for shape constraints in deconvolution: confidence statements for qualitative features

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Estimating the dimension of a model

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On tests for detecting change in mean

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Boundary crossing probabilities and statistical applications

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Confidence Sets in Change-Point Problems

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Change-Points: From Sequential Detection to Biology and Back

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Using the generalized likelihood ratio statistic for sequential detection of a change-point

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Tail probabilities for the null distribution of scanning statistics

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Multiscale local change point detection with applications to value-at-risk

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Sparsity and Smoothness Via the Fused Lasso

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Spatial smoothing and hot spot detection for CGH data using the fused lasso

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Optimal and fast detection of spatial clusters with scan statistics

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Smoothers for Discontinuous Signals

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Complexity penalized least squares estimators: Analytical results

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The power of likelihood ratio and cumulative sum tests for a change in a binomial probability

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Confidence regions and tests for a change-point in a sequence of exponential family random variables

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Inference for change point and post change means after a CUSUM test.

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A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations

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Estimating the number of change-points via Schwarz' criterion

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Q3497042

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A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data

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Mathematics(1 entry)

mardi Publication:5743255