Multiple change-point detection via a screening and ranking algorithm
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Cited in
(37)- The multiple filter test for change point detection in time series
- FDR-control in multiscale change-point segmentation
- Multiple change-point detection: a selective overview
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
- Bayesian multiple change-points detection in a normal model with heterogeneous variances
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
- Segmentation and estimation of change-point models: false positive control and confidence regions
- Multiple change point detection and validation in autoregressive time series data
- A variable selection approach to multiple change-points detection with ordinal data
- A shape-based cutting and clustering algorithm for multiple change-point detection
- Multiple changepoint detection in categorical data streams
- Nonparametric maximum likelihood approach to multiple change-point problems
- Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method
- False discovery rates for large-scale model checking under certain dependence
- Rank-based multiple change-point detection
- Multiple change-points detection in high dimension
- The screening and ranking algorithm for change-points detection in multiple samples
- Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
- Detecting Multiple Change Points: The PULSE Criterion
- Data-driven selection of the number of change-points via error rate control
- Change-detection-assisted multiple testing for spatiotemporal data
- Covariate-assisted matrix completion with multiple structural breaks
- Narrowest Significance Pursuit: Inference for Multiple Change-Points in Linear Models
- A sequential feature selection approach to change point detection in mean-shift change point models
- Activation discovery with FDR control: application to fMRI data
- Multi-threshold proportional hazards model and subgroup identification
- Data-Driven Determination of the Number of Jumps in Regression Curves
- Robust selection of the number of change-points via FDR control
- Efficient Estimation for Longitudinal Networks via Adaptive Merging
- s-SaRa: a stable and powerful algorithm for DNA copy number variation detection
- Multiple change-points estimation in panel data models via SaRa
- Bayesian uncertainty quantification and structure detection for multiple change points models
- Robust Narrowest Significance Pursuit: Inference for Multiple Change-Points in the Median
- Improving power by conditioning on less in post-selection inference for changepoints
- Multiple change point detection for high-dimensional data
- Jump detection with dependent wild bootstrap
- Consistent selection of the number of change-points via sample-splitting
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