Model-free change-point detection using AUC of a classifier
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Cites work
- A kernel multiple change-point algorithm via model selection
- A nonparametric approach for multiple change point analysis of multivariate data
- A Two-Sample Conditional Distribution Test Using Conformal Prediction and Weighted Rank Sum
- A Unified Data-Adaptive Framework for High Dimensional Change Point Detection
- Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data
- Asymptotic Distribution-Free Independence Test for High-Dimension Data
- Automatic change-point detection in time series via deep learning
- Break point detection for functional covariance
- Change-point detection in high-dimensional covariance structure
- Change-point detection in time-series data by relative density-ratio estimation
- Change-point inference in high-dimensional regression models under temporal dependence
- Classification accuracy as a proxy for two-sample testing
- CONTINUOUS INSPECTION SCHEMES
- Detecting and dating structural breaks in functional data without dimension reduction
- Detecting changes in the mean of functional observations
- Detecting multiple generalized change-points by isolating single ones
- Detection of Multiple Structural Breaks in Large Covariance Matrices
- Dimension-agnostic change point detection
- Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices
- Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors
- Fréchet change-point detection
- Global and local two-sample tests via regression
- Graph-based change-point detection
- High-dimensional change-point detection under sparse alternatives
- Model-independent detection of new physics signals using interpretable semisupervised classifier tests
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
- Nonparametric maximum likelihood approach to multiple change-point problems
- Online sufficient dimension reduction through sliced inverse regression
- Optimal Nonparametric Multivariate Change Point Detection and Localization
- Parametric statistical change point analysis. With applications to genetics, medicine, and finance
- Quantile spectral processes: asymptotic analysis and inference
- Seeded binary segmentation: a general methodology for fast and optimal changepoint detection
- Segmenting Time Series via Self-Normalisation
- Sequential change‐point detection based on direct density‐ratio estimation
- Structural breaks in time series
- Testing and estimating change-points in the covariance matrix of a high-dimensional time series
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Two-sample and change-point inference for non-Euclidean valued time series
- Uniform change point tests in high dimension
- Weak convergence and empirical processes. With applications to statistics
- Wild binary segmentation for multiple change-point detection
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