On optimal segmentation and parameter tuning for multiple change-point detection and inference

Statistics (62-XX) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cites Work

Wild binary segmentation for multiple change-point detection
On optimal multiple changepoint algorithms for large data
Title not available (Why is that?)
A Cluster Analysis Method for Grouping Means in the Analysis of Variance
Detecting multiple change-points in the mean of Gaussian process by model selection
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Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
Title not available (Why is that?)
Structural Break Estimation for Nonstationary Time Series Models
A pruned dynamic programming algorithm to recover the best segmentations with 1 to \(K_{\max}\) change-points
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Cited In (5)

Short communication: Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
Consistency of binary segmentation for multiple change-point estimation with functional data
Change-point detection, segmentation, and related topics
FDR-control in multiscale change-point segmentation
Seeded binary segmentation: a general methodology for fast and optimal changepoint detection

Uses Software

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