Model selection for high dimensional multi-sequence change-point problems
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Recommendations
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Cited in
(21)- A model selection approach for multiple sequence segmentation and dimensionality reduction
- FDR-control in multiscale change-point segmentation
- Empirical Bayesian analysis of simultaneous changepoints in multiple data sequences
- Multiscale blind source separation
- Bayesian multiple change-points detection in a normal model with heterogeneous variances
- Multiple changepoint detection with partial information on changepoint times
- Multiscale change-point segmentation: beyond step functions
- Author's response
- Single and multiple change-point detection with differential privacy
- Selection-corrected statistical inference for region detection with high-throughput assays
- A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data
- The Lasso for high dimensional regression with a possible change point
- Simultaneous Detection of Signal Regions Using Quadratic Scan Statistics With Applications to Whole Genome Association Studies
- Data-driven selection of the number of change-points via error rate control
- Adaptive Inference for Change Points in High-Dimensional Data
- Change-point inference for high-dimensional heteroscedastic data
- Developing a new BIC for detecting change-points
- Bandit Change-Point Detection for Real-Time Monitoring High-Dimensional Data Under Sampling Control
- Dating the break in high-dimensional data
- Estimating change-points in biological sequences via the cross-entropy method
- Detecting non-simultaneous changes in means of vectors
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