The following pages link to Multiscale Change Point Inference (Q5743255):
Displaying 50 items.
- A Kernel Multiple Change-point Algorithm via Model Selection (Q80474) (← links)
- Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (Q92617) (← links)
- Bootstrap confidence intervals for multiple change points based on moving sum procedures (Q92618) (← links)
- Localising change points in piecewise polynomials of general degrees (Q97720) (← links)
- Optimal nonparametric change point analysis (Q97722) (← links)
- Optimal covariance change point localization in high dimensions (Q97725) (← links)
- On optimal multiple changepoint algorithms for large data (Q106347) (← links)
- Multiple Testing of Local Extrema for Detection of Change Points (Q143270) (← links)
- Multi-scale detection of rate changes in spike trains with weak dependencies (Q146398) (← links)
- The multiple filter test for change point detection in time series (Q146399) (← links)
- Asymptotics for \(p\)-value based threshold estimation under repeated measurements (Q274035) (← links)
- Frame-constrained total variation regularization for white noise regression (Q820796) (← links)
- Panel data segmentation under finite time horizon (Q897629) (← links)
- Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure (Q1616044) (← links)
- High dimensional efficiency with applications to change point tests (Q1642675) (← links)
- A heuristic, iterative algorithm for change-point detection in abrupt change models (Q1643024) (← links)
- Variational multiscale nonparametric regression: smooth functions (Q1650131) (← links)
- Confidence distributions for change-points and regime shifts (Q1698991) (← links)
- Exact post-selection inference for the generalized Lasso path (Q1746554) (← links)
- Multiscale blind source separation (Q1750285) (← links)
- Multiple change-point detection: a selective overview (Q1790375) (← links)
- Robust algorithms for multiphase regression models (Q1988803) (← links)
- Tail-greedy bottom-up data decompositions and fast multiple change-point detection (Q1990585) (← links)
- Bayesian multiple change-points detection in a normal model with heterogeneous variances (Q2032230) (← links)
- Minimax rates in sparse, high-dimensional change point detection (Q2039806) (← links)
- Iterative Potts minimization for the recovery of signals with discontinuities from indirect measurements: the multivariate case (Q2040452) (← links)
- Optimal change-point estimation in time series (Q2054501) (← links)
- Bayesian multiple changepoint detection for stochastic models in continuous time (Q2057329) (← links)
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
- Optimal inference with a multidimensional multiscale statistic (Q2074288) (← links)
- Detecting multiple generalized change-points by isolating single ones (Q2075028) (← links)
- Spatial rank-based high-dimensional change point detection via random integration (Q2078581) (← links)
- Consistency of a range of penalised cost approaches for detecting multiple changepoints (Q2084454) (← links)
- Autocovariance estimation in the presence of changepoints (Q2111950) (← links)
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection (Q2131951) (← links)
- Testing mean changes by maximal ratio statistics (Q2135581) (← links)
- Tail bounds for empirically standardized sums (Q2137797) (← links)
- Statistical challenges in tracking the evolution of SARS-CoV-2 (Q2143932) (← links)
- On change-point estimation under Sobolev sparsity (Q2180074) (← links)
- Univariate mean change point detection: penalization, CUSUM and optimality (Q2180083) (← links)
- Multidimensional multiscale scanning in exponential families: limit theory and statistical consequences (Q2196187) (← links)
- Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery (Q2196227) (← links)
- Segmentation and estimation of change-point models: false positive control and confidence regions (Q2196238) (← links)
- Bump detection in the presence of dependency: does it ease or does it load? (Q2203641) (← links)
- Multiple change point detection and validation in autoregressive time series data (Q2208378) (← links)
- BayesProject: fast computation of a projection direction for multivariate changepoint detection (Q2209729) (← links)
- Statistical methodology in single-molecule experiments (Q2218022) (← links)
- A distribution free test for changes in the trend function of locally stationary processes (Q2233554) (← links)
- Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation (Q2281194) (← links)
- Changepoint detection by the quantile Lasso method (Q2301226) (← links)
