Consistencies and rates of convergence of jump-penalized least squares estimators

27 February 2009

Papers citing "Consistencies and rates of convergence of jump-penalized least squares estimators"

41 / 41 papers shown

Title
Change-points analysis for generalized integer-valued autoregressive model via minimum description length principle Danshu Sheng Dehui Wang 60 7 0 02 Jul 2023
A Variational View on Statistical Multiscale Estimation Markus Haltmeier Housen Li Axel Munk 67 4 0 10 Jun 2021
Sequential (Quickest) Change Detection: Classical Results and New Directions Liyan Xie Shaofeng Zou Yao Xie Venugopal V. Veeravalli AI4TS 83 100 0 09 Apr 2021
Optimal Change-Point Detection and Localization Nicolas Verzélen M. Fromont M. Lerasle Patricia Reynaud-Bouret 62 45 0 22 Oct 2020
Tree-Projected Gradient Descent for Estimating Gradient-Sparse Parameters on Graphs Sheng Xu Z. Fan S. Negahban 67 0 0 31 May 2020
Optimal Change-Point Detection with Training Sequences in the Large and Moderate Deviations Regimes Haiyun He Q. Zhang Vincent Y. F. Tan 35 3 0 13 Mar 2020
Seeded Binary Segmentation: A general methodology for fast and optimal change point detection Solt Kovács Housen Li Peter Buhlmann Axel Munk 81 79 0 16 Feb 2020
Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions Karsten Schweikert 36 6 0 22 Jan 2020
Adaptive Estimation of Multivariate Piecewise Polynomials and Bounded Variation Functions by Optimal Decision Trees S. Chatterjee Subhajit Goswami 127 18 0 26 Nov 2019
Hypothesis testing for populations of networks Li Chen Jie Zhou Lizhen Lin 99 20 0 09 Nov 2019
Consistency of a range of penalised cost approaches for detecting multiple changepoints Chaowen Zheng I. Eckley Paul Fearnhead 67 8 0 05 Nov 2019
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence Haeran Cho Claudia Kirch 59 36 0 28 Oct 2019
Change-point detection in dynamic networks via graphon estimation Zifeng Zhao Li Chen Lizhen Lin 53 35 0 05 Aug 2019
Bump detection in the presence of dependency: Does it ease or does it load? F. Enikeeva Axel Munk Mark Pohlmann Frank Werner 49 6 0 19 Jun 2019
Change-point Detection by the Quantile LASSO Method Gabriela Ciuperca M. Maciak 55 7 0 15 Jan 2019
Univariate Mean Change Point Detection: Penalization, CUSUM and Optimality Daren Wang Yi Yu Alessandro Rinaldo 85 88 0 22 Oct 2018
Selective review of offline change point detection methods Charles Truong L. Oudre Nicolas Vayatis 104 211 0 02 Jan 2018
Optimal Covariance Change Point Localization in High Dimension Daren Wang Yi Yu Alessandro Rinaldo 73 58 0 28 Dec 2017
Multiscale Change-point Segmentation: Beyond Step Functions Housen Li Qinghai Guo Axel Munk 88 21 0 13 Aug 2017
Multi-sequence segmentation via score and higher-criticism tests H. Chan Hao Chen 65 14 0 23 Jun 2017
Convergence rates of least squares regression estimators with heavy-tailed errors Q. Han J. Wellner 101 46 0 07 Jun 2017
Approximate $l_0$ -penalized estimation of piecewise-constant signals on graphs Z. Fan Leying Guan 71 21 0 04 Mar 2017
Consistent change-point detection with kernels Damien Garreau Sylvain Arlot 97 79 0 14 Dec 2016
$Approximate Recovery in Changepoint Problems, from $\ell_2$ Estimation Error Rates$ Approximate Recovery in Changepoint Problems, from $\ell_2$ Estimation Error Rates Kevin Lin James Sharpnack Alessandro Rinaldo Robert Tibshirani 81 27 0 21 Jun 2016
A computationally efficient nonparametric approach for changepoint detection Kaylea Haynes Paul Fearnhead I. Eckley 140 128 0 03 Feb 2016
Learning the intensity of time events with change-points Mokhtar Z. Alaya Stéphane Gaïffas Agathe Guilloux 101 12 0 02 Jul 2015
Estimating the number of change-points in a two-dimensional segmentation model without penalization V. Brault Maud Delattre Émilie Lebarbier T. Mary-Huard Céline Lévy-Leduc 20 2 0 10 Jun 2015
Heterogeneous Change Point Inference F. Pein H. Sieling Axel Munk 81 84 0 19 May 2015
Bump detection in heterogeneous Gaussian regression F. Enikeeva Axel Munk Frank Werner 73 24 0 28 Apr 2015
FDR-Control in Multiscale Change-point Segmentation Housen Li Axel Munk H. Sieling 184 70 0 18 Dec 2014
Wild binary segmentation for multiple change-point detection Piotr Fryzlewicz 126 656 0 04 Nov 2014
Mumford-Shah and Potts Regularization for Manifold-Valued Data with Applications to DTI and Q-Ball Imaging Andreas Weinmann L. Demaret M. Storath 52 25 0 07 Oct 2014
Nonparametric maximum likelihood approach to multiple change-point problems Changliang Zou G. Yin Long Feng Zhaojun Wang 99 147 0 28 May 2014
A robust approach for estimating change-points in the mean of an AR(1) process S. Chakar Émilie Lebarbier Céline Lévy-Leduc Stephane S. Robin 61 4 0 08 Mar 2014
On the Prediction Performance of the Lasso A. Dalalyan Mohamed Hebiri Johannes Lederer 194 168 0 07 Feb 2014
Large-Margin Metric Learning for Partitioning Problems Rémi Lajugie Sylvain Arlot Francis R. Bach 96 8 0 06 Mar 2013
Multiscale Change-Point Inference K. Frick Axel Munk H. Sieling 209 345 0 30 Jan 2013
Complexity $L^0$ -penalized M-Estimation: Consistency in More Dimensions L. Demaret F. Friedrich V. Liebscher G. Winkler 92 1 0 23 Jan 2013
A Kernel Multiple Change-point Algorithm via Model Selection Sylvain Arlot Alain Celisse Zaïd Harchaoui 143 44 0 17 Feb 2012
Statistical Multiresolution Dantzig Estimation in Imaging: Fundamental Concepts and Algorithmic Framework K. Frick Philipp Marnitz Axel Munk 180 53 0 23 Jan 2011
Properties and refinements of the fused lasso Alessandro Rinaldo 157 183 0 02 May 2008