A pruned dynamic programming algorithm to recover the best segmentations with $1$ to $K_{max}$ change-points
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DOI10.48550/ARXIV.1004.0887zbMath1381.90094arXiv1004.0887MaRDI QIDQ106351
Guillem Rigaill, Guillem Rigaill
Publication date: 6 April 2010
Full work available at URL: https://arxiv.org/abs/1004.0887
Linear regression; mixed models (62J05) Point estimation (62F10) Dynamic programming (90C39) Inference from stochastic processes (62M99)
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