Multiple change-point detection via a screening and ranking algorithm

DOI10.5705/SS.2012.018SMaRDI QIDQ2864543zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

false discovery ratechange-point detectioncopy number variationhigh dimensional datascreening and ranking algorithm

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistical ranking and selection procedures (62F07) Non-Markovian processes: hypothesis testing (62M07)

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Cited in

(28)

• Covariate-assisted matrix completion with multiple structural breaks
• 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
• Multiple change point detection and validation in autoregressive time series data
• False discovery rates for large-scale model checking under certain dependence
• 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
• Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method
• Multi-threshold proportional hazards model and subgroup identification
• 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
• Consistent selection of the number of change-points via sample-splitting
• FDR-control in multiscale change-point segmentation
• A variable selection approach to multiple change-points detection with ordinal data
• A shape-based cutting and clustering algorithm for multiple change-point detection
• Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
• 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

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