A Kernel Multiple Change-point Algorithm via Model Selection

DOI10.48550/arXiv.1202.3878zbMath1446.62120arXiv1202.3878MaRDI QIDQ80474

Sylvain Arlot, Alain Celisse, Zaid Harchaoui, Sylvain Arlot, Alain Celisse, Zaid Harchaoui

Publication date: 17 February 2012

Full work available at URL: https://arxiv.org/abs/1202.3878

zbMATH Keywords

model selection; kernel methods; concentration inequality; change-point detection

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

62P12: Applications of statistics to environmental and related topics

62G30: Order statistics; empirical distribution functions

Related Items

kcpRS

Uses Software

• changepoint
• ecp
• ruptures
• GitHub
• FASeg