Post-selection inference for quantifying uncertainty in changes in variance

DOI10.1007/S11222-026-10881-1MaRDI QIDQ7249550zbMATH OpenFDO

Authors Rachel J. Carrington, Paul Fearnhead

Publication date 15 May 2026

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11222-026-10881-1

zbMATH Keywords

binary segmentationbreakpointchangepoint detectionpost-selection \(p\)-value

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites work

• A Bayesian Analysis for Change Point Problems
• A Cluster Analysis Method for Grouping Means in the Analysis of Variance
• A comparison of single and multiple changepoint techniques for time series data
• A MOSUM procedure for the estimation of multiple random change points
• Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery
• Exact post-selection inference for the generalized Lasso path
• FDR-control in multiscale change-point segmentation
• scientific article; zbMATH DE number 1522696 (Why is no real title available?)
• Improving power by conditioning on less in post-selection inference for changepoints
• Inferring Independent Sets of Gaussian Variables after Thresholding Correlations
• Multiscale change point inference. With discussion and authors' reply
• Narrowest Significance Pursuit: Inference for Multiple Change-Points in Linear Models
• Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
• On optimal multiple changepoint algorithms for large data
• On-line changepoint detection and parameter estimation with application to genomic data
• Optimal detection of changepoints with a linear computational cost
• Post‐selection inference for changepoint detection algorithms with application to copy number variation data
• Quantifying the uncertainty in change points
• Relating and comparing methods for detecting changes in mean
• Robust Narrowest Significance Pursuit: Inference for Multiple Change-Points in the Median
• Seeded binary segmentation: a general methodology for fast and optimal changepoint detection
• Testing for a change in mean after changepoint detection
• Time series analysis of COVID-19 infection curve: a change-point perspective
• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
• Wild binary segmentation for multiple change-point detection

This page was built for publication: Post-selection inference for quantifying uncertainty in changes in variance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7249550)