Using penalized contrasts for the change-point problem
From MaRDI portal
Publication:120318
DOI10.1016/j.sigpro.2005.01.012zbMath1160.94341MaRDI QIDQ120318
Publication date: August 2005
Published in: Signal Processing (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/inria-00070662/file/RR-5339.pdf
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
Related Items
A Semiparametric Change-Point Regression Model for Longitudinal Observations, An $L_0$-Norm Regularized Method for Multivariate Time Series Segmentation, Rank-based multiple change-point detection, Linear Time Dynamic Programming for Computing Breakpoints in the Regularization Path of Models Selected From a Finite Set, Semiparametric method for identifying multiple change-points in financial market, Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features, Multiple change-points detection in high dimension, Detection of multiple change-points in multivariate data, Semiparametric method for detecting multiple change points model in financial time series, A Segmentation/Clustering Model for the Analysis of Array CGH Data, A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data, Application and Reliability of Change-Point Analyses for Detecting a Defective Stage in Integrated Circuit Manufacturing, Multiscale Change Point Inference, Estimating the Number of Block Boundaries from Diagonal Blockwise Matrices Without Penalization, Segmentation uncertainty in multiple change-point models, A Total Variation Based Method for Multivariate Time Series Segmentation, On optimal segmentation and parameter tuning for multiple change-point detection and inference, Data-driven estimation of change-points with mean shift, Data-driven selection of the number of change-points via error rate control, Greedy Segmentation for a Functional Data Sequence, Equivariant variance estimation for multiple change-point model, Consistent selection of the number of change-points via sample-splitting, On optimal multiple changepoint algorithms for large data, segclust2d, Change-point model on nonhomogeneous Poisson processes with application in copy number profiling by next-generation DNA sequencing, Wild binary segmentation for multiple change-point detection, Robust bent line regression, Segmentation of the mean of heteroscedastic data via cross-validation, Exact posterior distributions and model selection criteria for multiple change-point detection problems, Algebraic change-point detection, A framework of irregularity enlightenment for data pre-processing in data mining, Optimal change point detection in Gaussian processes, Consistent change-point detection with kernels, Change-point detection in multinomial data with a large number of categories, A wavelet-based approach for detecting changes in second order structure within nonstationary time series, Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search, Tail-greedy bottom-up data decompositions and fast multiple change-point detection, Most recent changepoint detection in censored panel data, Constrained energy variation for change point detection, Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection, Analyzing growth components in trees, Exploring the latent segmentation space for the assessment of multiple change-point models, Dynamic integration and network structure of the EMU sovereign bond markets, A breakpoint detection in the mean model with heterogeneous variance on fixed time intervals, A computationally efficient nonparametric approach for changepoint detection, Joint segmentation of multivariate Gaussian processes using mixed linear models, On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation, Nonparametric maximum likelihood approach to multiple change-point problems, A Statistical Test of Change-Point in Mean that Almost Surely Has Zero Error Probabilities, Inference for single and multiple change-points in time series, Exact Posterior Distributions over the Segmentation Space and Model Selection for Multiple Change-Point Detection Problems