Seeded binary segmentation: a general methodology for fast and optimal changepoint detection

DOI10.1093/BIOMET/ASAC052OpenAlexW3005692341MaRDI QIDQ5879532FDOQ5879532

Authors: Solt Kovács, Housen Li, Axel Munk, Peter Bühlmann 

Publication date: 1 March 2023

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.06633

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zbMATH Keywords

binary segmentationminimax optimalitywild binary segmentationhigh dimensionalityfast computationbreakpointmultiple changepoint estimationnarrowest-over-threshold method

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (8)

• Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences
• Optimal change-point detection and localization
• Short communication: Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• A communication-efficient, online changepoint detection method for monitoring distributed sensor networks
• Cross-validation for change-point regression: pitfalls and solutions
• Efficient sparsity adaptive changepoint estimation
• Multiple change point detection in functional data with applications to biomechanical fatigue data
• Data-driven selection of the number of change-points via error rate control

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