Wild binary segmentation for multiple change-point detection

4 November 2014

Papers citing "Wild binary segmentation for multiple change-point detection"

50 / 166 papers shown

Title
Equivariant Variance Estimation for Multiple Change-point Model Ning Hao Yue Niu Han Xiao 146 1 0 21 Aug 2021
Detecting changes in the trend function of heteroscedastic time series S. Schmidt 144 6 0 20 Aug 2021
High-dimensional changepoint estimation with heterogeneous missingness Bertille Follain Tengyao Wang R. Samworth 151 20 0 03 Aug 2021
Graphical Influence Diagnostics for Changepoint ModelsJournal of Computational And Graphical Statistics (JCGS), 2021 Ines Wilms Rebecca Killick David S. Matteson 46 0 0 22 Jul 2021
Inference for Change Points in High Dimensional Mean Shift ModelsStatistica sinica (Stat. Sinica), 2021 A. Kaul George Michailidis 242 4 0 19 Jul 2021
Estimation of high-dimensional change-points under a group sparsity structureElectronic Journal of Statistics (EJS), 2021 HanQin Cai Tengyao Wang 150 3 0 19 Jul 2021
Nonparametric Detection of Multiple Location-Scale Change Points via Wild Binary Segmentation Gordon J. Ross 138 1 0 04 Jul 2021
Change-Point Detection in Dynamic Networks with Missing LinksOperational Research (OR), 2021 F. Enikeeva Olga Klopp 144 14 0 28 Jun 2021
Change-Point Analysis of Time Series with Evolutionary Spectra A. Casini Pierre Perron 119 12 0 03 Jun 2021
Multiple Change Point Detection in Structured VAR Models: the VARDetect R Package Peiliang Bai Yue Bai Abolfazl Safikhani George Michailidis 225 1 0 23 May 2021
Adversarially robust change point detectionNeural Information Processing Systems (NeurIPS), 2021 Mengchu Li Yi Yu AAML 188 14 0 21 May 2021
Segmentation of high dimensional means over multi-dimensional change points and connections to regression trees A. Kaul 159 2 0 20 May 2021
Likelihood Scores for Sparse Signal and Change-Point DetectionIEEE Transactions on Information Theory (IEEE Trans. Inf. Theory), 2021 Shouri Hu Jing-Fu Huang Hao Chen H. Chan 193 2 0 15 May 2021
An Encoding Approach for Stable Change Point DetectionMachine-mediated learning (ML), 2021 Xiaodong Wang F. Hsieh AI4TS 157 2 0 11 May 2021
Sequential (Quickest) Change Detection: Classical Results and New DirectionsIEEE Journal on Selected Areas in Information Theory (JSAIT), 2021 Liyan Xie Shaofeng Zou Yao Xie Venugopal V. Veeravalli AI4TS 189 118 0 09 Apr 2021
Online change-point detection for a transient changeStatistics and its Interface (SII), 2021 J. Noonan 71 0 0 06 Apr 2021
Factorized Binary Search: change point detection in the network structure of multivariate high-dimensional time series Martin Ondrus Emily Olds Ivor Cribben 216 8 0 10 Mar 2021
On Posterior consistency of Bayesian Changepoint models Nilabja Guha J. Datta 119 0 0 25 Feb 2021
Autocovariance Estimation in the Presence of ChangepointsJournal of the Korean Statistical Society (JKSS), 2021 C. Gallagher Rebecca Killick R. Lund Xueheng Shi 156 9 0 21 Feb 2021
On detecting weak changes in the mean of CHARN models J. Ngatchou-Wandji Marwa Ltaifa 195 0 0 21 Jan 2021
Deep State Inference: Toward Behavioral Model Inference of Black-box Software SystemsIEEE Transactions on Software Engineering (TSE), 2021 Foozhan Ataiefard Mohammad Jafar Mashhadi Hadi Hemmati Neil Walkinshaw MLAU 176 4 0 13 Jan 2021
Moving sum data segmentation for stochastics processes based on invarianceStatistica sinica (Stat. Sinica), 2021 Claudia Kirch P. Klein 153 10 0 12 Jan 2021
A Comparison of Single and Multiple Changepoint Techniques for Time Series DataComputational Statistics & Data Analysis (CSDA), 2021 Xueheng Shi C. Gallagher R. Lund Rebecca Killick AI4TS 119 41 0 06 Jan 2021
Change-in-Slope Optimal Partitioning Algorithm in a Finite-Size Parameter Space Vincent Runge M. Pascucci Nicolas Deschamps de Boishebert 179 2 0 21 Dec 2020
Predictive maintenance on event logs: Application on an ATM fleet Antoine Guillaume Christel Vrain Elloumi Wael 112 4 0 22 Nov 2020
Optimal multiple change-point detection for high-dimensional dataElectronic Journal of Statistics (EJS), 2020 Emmanuel Pilliat Alexandra Carpentier Nicolas Verzélen 269 18 0 16 Nov 2020
A review on minimax rates in change point detection and localisation Yi Yu 188 18 0 03 Nov 2020
Deep Jump Learning for Off-Policy Evaluation in Continuous Treatment SettingsNeural Information Processing Systems (NeurIPS), 2020 Hengrui Cai C. Shi R. Song Wenbin Lu OffRL 258 16 0 29 Oct 2020
Optimal Change-Point Detection and Localization Nicolas Verzélen M. Fromont M. Lerasle Patricia Reynaud-Bouret 275 56 0 22 Oct 2020
Optimistic search: Change point estimation for large-scale data via adaptive logarithmic queries Solt Kovács Housen Li Lorenz Haubner Axel Munk Peter Buhlmann 330 7 0 20 Oct 2020
Scalable changepoint and anomaly detection in cross-correlated data with an application to condition monitoring M. Tveten I. Eckley Paul Fearnhead 267 14 0 14 Oct 2020
Online Neural Networks for Change-Point Detection M. Hushchyn K. Arzymatov D. Derkach 151 15 0 03 Oct 2020
A new heuristic algorithm for fast k-segmentation Sabarish Vadarevu V. Karamcheti 104 0 0 02 Sep 2020
Hybrid Deep Neural Networks to Infer State Models of Black-Box SystemsInternational Conference on Automated Software Engineering (ASE), 2020 Mohammad Jafar Mashhadi Hadi Hemmati BDL MLAU 146 5 0 26 Aug 2020
Epidemic changepoint detection in the presence of nuisance changes Julius Juodakis S. Marsland 122 8 0 19 Aug 2020
Inference on the change point in high dimensional time series models via plug in least squares A. Kaul S. Fotopoulos V. Jandhyala Abolfazl Safikhani 387 0 0 03 Jul 2020
Scalable Bayesian Multiple Changepoint Detection via Auxiliary Uniformization Lu Shaochuan 201 4 0 28 Jun 2020
Seeded intervals and noise level estimation in change point detection: A discussion of Fryzlewicz (2020)Journal of the Korean Statistical Society (JKSS), 2020 Solt Kovács Housen Li Peter Buhlmann 174 4 0 23 Jun 2020
Tonal harmony and the topology of dynamical score networks M. Nardelli 32 2 0 01 Jun 2020
Tree-Projected Gradient Descent for Estimating Gradient-Sparse Parameters on GraphsAnnual Conference Computational Learning Theory (COLT), 2020 Sheng Xu Z. Fan S. Negahban 158 0 0 31 May 2020
Homogeneity Tests of Covariance and Change-Points Identification for High-Dimensional Functional Data Shawn Santo Pingshou Zhong 110 0 0 05 May 2020
Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated NoiseJournal of the American Statistical Association (JASA), 2020 Gaetano Romano G. Rigaill Vincent Runge Paul Fearnhead 236 33 0 04 May 2020
Detection and Estimation of Local Signals Xiao Fang D. Siegmund 51 10 0 17 Apr 2020
A super scalable algorithm for short segment detectionStatistics in Biosciences (Stat. Biosci.), 2020 Ning Hao Yue Niu Feifei Xiao Heping Zhang 64 2 0 27 Mar 2020
An Evaluation of Change Point Detection Algorithms G. V. D. Burg Christopher K. I. Williams AI4TS 223 198 0 13 Mar 2020
Computing Valid p-value for Optimal Changepoint by Selective Inference using Dynamic ProgrammingNeural Information Processing Systems (NeurIPS), 2020 Vo Nguyen Le Duy Hiroki Toda Ryota Sugiyama Ichiro Takeuchi 230 41 0 21 Feb 2020
Seeded Binary Segmentation: A general methodology for fast and optimal change point detectionBiometrika (Biometrika), 2020 Solt Kovács Housen Li Peter Buhlmann Axel Munk 202 95 0 16 Feb 2020
Dating the Break in High-dimensional DataBernoulli (Bernoulli), 2020 Runmin Wang Xiaofeng Shao 201 9 0 10 Feb 2020
gfpop: an R Package for Univariate Graph-Constrained Change-Point DetectionJournal of Statistical Software (JSS), 2020 Vincent Runge T. Hocking Gaetano Romano Fatemeh Afghah Paul Fearnhead G. Rigaill 178 15 0 10 Feb 2020
Consistency of Binary Segmentation For Multiple Change-Points Estimation With Functional DataStatistics and Probability Letters (Stat. Probab. Lett.), 2019 Gregory Rice Chi Zhang 105 17 0 31 Dec 2019