A sequential multiple change-point detection procedure via VIF regression
DOI10.1007/S00180-015-0587-5zbMATH Open1342.65062OpenAlexW600903962MaRDI QIDQ155754FDOQ155754
Authors: Xiaoping Shi, Xiang-Sheng Wang, Dongwei Wei, Yuehua Wu, Xiang-Sheng Wang, Dongwei Wei, Yuehua Wu, Xiaoping Shi 
Publication date: 3 June 2015
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-015-0587-5
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Computational methods for problems pertaining to statistics (62-08) Sequential statistical analysis (62L10)
Cites Work
- Product partition models for change point problems
- A Cluster Analysis Method for Grouping Means in the Analysis of Variance
- Algorithms for the optimal identification of segment neighborhoods
- Parametric statistical change point analysis. With applications to genetics, medicine, and finance
- Title not available (Why is that?)
- Optimal detection of changepoints with a linear computational cost
- A nonparametric approach for multiple change point analysis of multivariate data
- Multiple Change-Point Estimation With a Total Variation Penalty
- Circular binary segmentation for the analysis of array-based DNA copy number data
- A Bayesian Analysis for Change Point Problems
- VIF regression: a fast regression algorithm for large data
- A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models
Cited In (16)
- Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search
- Sequential change point detection in molecular dynamics trajectories
- A backward procedure for change-point detection with applications to copy number variation detection
- Adaptive detection of multiple change-points in asset price volatility
- Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC
- Multiple change-point detection via a screening and ranking algorithm
- Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation
- An exact approach to Bayesian sequential change point detection
- Detecting change-points for shifts in mean and variance using fuzzy classification maximum likelihood change-point algorithms
- VIFCP
- Bayesian sieve methods: approximation rates and adaptive posterior contraction rates
- A novel group VIF regression for group variable selection with application to multiple change-point detection
- Data-driven estimation of change-points with mean shift
- Multi-stage estimation for mean-shift model with the unknown number of change-points
- Segmentation of the mean of heteroscedastic data via cross-validation
- Beta approximation and its applications
Uses Software
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