Using penalized contrasts for the change-point problem

DOI10.1016/J.SIGPRO.2005.01.012zbMATH Open1160.94341OpenAlexW2117227640MaRDI QIDQ120318FDOQ120318

Marc Lavielle, M. Lavielle

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

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zbMATH Keywords

model selectionchange-point problemSAEM algorithm

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (62)

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• Application and Reliability of Change-Point Analyses for Detecting a Defective Stage in Integrated Circuit Manufacturing
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• Joint segmentation of multivariate Gaussian processes using mixed linear models
• Exact Posterior Distributions over the Segmentation Space and Model Selection for Multiple Change-Point Detection Problems
• Nonparametric maximum likelihood approach to multiple change-point problems
• A Total Variation Based Method for Multivariate Time Series Segmentation
• Greedy Segmentation for a Functional Data Sequence
• Dynamic integration and network structure of the EMU sovereign bond markets
• Inference for single and multiple change-points in time series
• Change-point model on nonhomogeneous Poisson processes with application in copy number profiling by next-generation DNA sequencing
• Exploring the latent segmentation space for the assessment of multiple change-point models
• A framework of irregularity enlightenment for data pre-processing in data mining
• Semiparametric method for detecting multiple change points model in financial time series
• A Segmentation/Clustering Model for the Analysis of Array CGH Data
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• A breakpoint detection in the mean model with heterogeneous variance on fixed time intervals
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• On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation
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• Estimating the Number of Block Boundaries from Diagonal Blockwise Matrices Without Penalization
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• Linear Time Dynamic Programming for Computing Breakpoints in the Regularization Path of Models Selected From a Finite Set
• Tail-greedy bottom-up data decompositions and fast multiple change-point detection
• Detecting change points in the stress-strength reliability \(P(X < Y)\)
• Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence
• Modelling the industrial production of electric and gas utilities through the \(CIR^3\) model
• Detecting Changes in Covariance via Random Matrix Theory
• Detection of spatiotemporal changepoints: a generalised additive model approach
• Equivariant variance estimation for multiple change-point model
• Most Recent Changepoint Detection in Panel Data
• A nonparametric approach to detecting changes in variance in locally stationary time series
• Bayesian Hierarchical Model for Change Point Detection in Multivariate Sequences
• Classification in postural style based on stochastic process modeling
• Multiple change-point detection for regression curves
• Relating and comparing methods for detecting changes in mean

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