Automatic change-point detection in time series via deep learning

DOI10.1093/JRSSSB/QKAE004MaRDI QIDQ6569495zbMATH OpenFDO

Authors Jie Li, Paul Fearnhead, P. Fryzlewicz, Tengyao Wang

Publication date 9 July 2024

Published in Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1093/JRSSSB/QKAE004

zbMATH Keywords

automatic statisticianclassificationlikelihood-free inferenceneural networksstructural breakssupervised learning

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(5)

• Bayesian Changepoint Detection via Logistic Regression and the Topological Analysis of Image Series
• Model-free change-point detection using AUC of a classifier
• Numerical approaches to finite-horizon optimal stopping problems for the Shiryaev process
• Penalty learning for optimal partitioning using multilayer perceptron
• Neural Bayes estimation and selection of complex bivariate extremal dependence models

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