Penalty learning for optimal partitioning using multilayer perceptron

DOI10.1007/S11222-025-10680-0MaRDI QIDQ6946989zbMATH OpenFDO

Authors Tung Lam Nguyen, Toby Hocking

Publication date 5 August 2025

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11222-025-10680-0

zbMATH Keywords

changepoint detectionsegmentationpartitioningmultilayer perceptronpenalty learning

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• A change-point approach for the identification of financial extreme regimes
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• Automatic change-point detection in time series via deep learning
• ClaSP: parameter-free time series segmentation
• Estimating the dimension of a model
• Inference about the change-point from cumulative sum tests
• Labeled Optimal Partitioning
• Neural networks and physical systems with emergent collective computational abilities
• On optimal multiple changepoint algorithms for large data
• Optimal detection of changepoints with a linear computational cost
• Random forests
• Regularized Estimation for the Accelerated Failure Time Model
• Regularized Estimation in the Accelerated Failure Time Model with High-Dimensional Covariates
• Survival Regression with Accelerated Failure Time Model in XGBoost
• Tests for a change-point
• Using penalized contrasts for the change-point problem

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