Using penalized contrasts for the change-point problem
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- Detecting change points in the stress-strength reliability \(P(X < Y)\)
- Relating and comparing methods for detecting changes in mean
- Multiple change-point detection for regression curves
- Detecting Changes in Covariance via Random Matrix Theory
- Bayesian Hierarchical Model for Change Point Detection in Multivariate Sequences
- Classification in postural style based on stochastic process modeling
- Change-point detection in multinomial data with a large number of categories
- Optimal change point detection in Gaussian processes
- Greedy Segmentation for a Functional Data Sequence
- Estimating the number of block boundaries from diagonal blockwise matrices without penalization
- Constrained energy variation for change point detection
- A wavelet-based approach for detecting changes in second order structure within nonstationary time series
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- A semiparametric change-point regression model for longitudinal observations
- Semiparametric method for detecting multiple change points model in financial time series
- A Segmentation/Clustering Model for the Analysis of Array CGH Data
- Exact posterior distributions over the segmentation space and model selection for multiple change-point detection problems
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
- A Total Variation Based Method for Multivariate Time Series Segmentation
- On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation
- Multiple change-points detection in high dimension
- Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search
- Segmentation of the mean of heteroscedastic data via cross-validation
- Consistent change-point detection with kernels
- Semiparametric method for identifying multiple change-points in financial market
- Joint segmentation of multivariate Gaussian processes using mixed linear models
- An \(L_0\)-norm regularized method for multivariate time series segmentation
- Algebraic change-point detection
- Tail-greedy bottom-up data decompositions and fast multiple change-point detection
- Wild binary segmentation for multiple change-point detection
- Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
- Segmentation uncertainty in multiple change-point models
- Data-driven selection of the number of change-points via error rate control
- Analyzing growth components in trees
- Dynamic integration and network structure of the EMU sovereign bond markets
- Linear Time Dynamic Programming for Computing Breakpoints in the Regularization Path of Models Selected From a Finite Set
- Consistent selection of the number of change-points via sample-splitting
- A computationally efficient nonparametric approach for changepoint detection
- Application and Reliability of Change-Point Analyses for Detecting a Defective Stage in Integrated Circuit Manufacturing
- Change-point model on nonhomogeneous Poisson processes with application in copy number profiling by next-generation DNA sequencing
- Detection of multiple change-points in multivariate data
- A framework of irregularity enlightenment for data pre-processing in data mining
- Exploring the latent segmentation space for the assessment of multiple change-point models
- Exact posterior distributions and model selection criteria for multiple change-point detection problems
- On optimal segmentation and parameter tuning for multiple change-point detection and inference
- A statistical test of change-point in mean that almost surely has zero error probabilities
- Robust bent line regression
- Multiscale change point inference. With discussion and authors' reply
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- Change-point estimators with true identification property
- Most recent changepoint detection in censored panel data
- Nonparametric maximum likelihood approach to multiple change-point problems
- Inference for single and multiple change-points in time series
- A breakpoint detection in the mean model with heterogeneous variance on fixed time intervals
- Data-driven estimation of change-points with mean shift
- A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data
- Rank-based multiple change-point detection
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