Multiple change-point detection via a screening and ranking algorithm
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Publication:2864543
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Cited in
(28)- False discovery rates for large-scale model checking under certain dependence
- Multiple change point detection and validation in autoregressive time series data
- Segmentation and estimation of change-point models: false positive control and confidence regions
- Multiple change-points detection in high dimension
- A sequential feature selection approach to change point detection in mean-shift change point models
- Bayesian multiple change-points detection in a normal model with heterogeneous variances
- Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
- Data-driven selection of the number of change-points via error rate control
- The multiple filter test for change point detection in time series
- Multi-threshold proportional hazards model and subgroup identification
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
- FDR-control in multiscale change-point segmentation
- Consistent selection of the number of change-points via sample-splitting
- Change-detection-assisted multiple testing for spatiotemporal data
- Activation discovery with FDR control: application to fMRI data
- Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method
- Multiple changepoint detection in categorical data streams
- 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 Significance Pursuit: Inference for Multiple Change-Points in Linear Models
- Detecting Multiple Change Points: The PULSE Criterion
- Covariate-assisted matrix completion with multiple structural breaks
- Nonparametric maximum likelihood approach to multiple change-point problems
- The screening and ranking algorithm for change-points detection in multiple samples
- Multiple change-point detection: a selective overview
- Data-Driven Determination of the Number of Jumps in Regression Curves
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
- Rank-based multiple change-point detection
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