Multiple change-point detection via a screening and ranking algorithm
DOI10.5705/SS.2012.018SzbMATH Open1417.62236OpenAlexW2102133987WikidataQ37518512 ScholiaQ37518512MaRDI QIDQ2864543FDOQ2864543
Authors: Ning Hao, Heping Zhang, Yue Selena Niu
Publication date: 25 November 2013
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc3902887
Recommendations
- A sequential multiple change-point detection procedure via VIF regression
- Rank-based multiple change-point detection
- The screening and ranking algorithm for change-points detection in multiple samples
- Bayesian multiple change-points detection in a normal model with heterogeneous variances
- Detection of multiple change-points in multivariate data
false discovery ratechange-point detectioncopy number variationhigh dimensional datascreening and ranking algorithm
Bayesian inference (62F15) Statistical ranking and selection procedures (62F07) Non-Markovian processes: hypothesis testing (62M07)
Cited In (28)
- Multiple change-point detection: a selective overview
- Narrowest Significance Pursuit: Inference for Multiple Change-Points in Linear Models
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
- Segmentation and estimation of change-point models: false positive control and confidence regions
- A sequential feature selection approach to change point detection in mean-shift change point models
- Nonparametric maximum likelihood approach to multiple change-point problems
- False discovery rates for large-scale model checking under certain dependence
- Multiple change point detection and validation in autoregressive time series data
- Activation discovery with FDR control: application to fMRI data
- Data-Driven Determination of the Number of Jumps in Regression Curves
- Bayesian multiple change-points detection in a normal model with heterogeneous variances
- Multi-threshold proportional hazards model and subgroup identification
- Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method
- Multiple changepoint detection in categorical data streams
- The multiple filter test for change point detection in time series
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
- Change-detection-assisted multiple testing for spatiotemporal data
- Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
- FDR-control in multiscale change-point segmentation
- Consistent selection of the number of change-points via sample-splitting
- A variable selection approach to multiple change-points detection with ordinal data
- A shape-based cutting and clustering algorithm for multiple change-point detection
- Rank-based multiple change-point detection
- Multiple change-points detection in high dimension
- The screening and ranking algorithm for change-points detection in multiple samples
- Data-driven selection of the number of change-points via error rate control
- Detecting Multiple Change Points: The PULSE Criterion
- Covariate-assisted matrix completion with multiple structural breaks
This page was built for publication: Multiple change-point detection via a screening and ranking algorithm
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2864543)