Determining the number of change-point via high-dimensional cross-validation
From MaRDI portal
Publication:6541573
Cites work
- scientific article; zbMATH DE number 4169866 (Why is no real title available?)
- A MOSUM procedure for the estimation of multiple random change points
- A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data
- A computationally efficient nonparametric approach for changepoint detection
- A kernel multiple change-point algorithm via model selection
- A nonparametric approach for multiple change point analysis of multivariate data
- Change-point analysis in financial networks
- Consistent selection of the number of change-points via sample-splitting
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimating the number of change-points via Schwarz' criterion
- Fréchet change-point detection
- Hanson-Wright inequality and sub-Gaussian concentration
- Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation
- Multiple change-point detection: a selective overview
- Multiple change-points detection in high dimension
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
- Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
- Network cross-validation for determining the number of communities in network data
- Nonparametric maximum likelihood approach to multiple change-point problems
- Optimal detection of changepoints with a linear computational cost
- Tail-greedy bottom-up data decompositions and fast multiple change-point detection
- Which principal components are most sensitive to distributional changes?
This page was built for publication: Determining the number of change-point via high-dimensional cross-validation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6541573)