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Detecting changes in slope with an $L_0$ penalty
v1v2 (latest)

Detecting changes in slope with an L0L_0L0​ penalty

6 January 2017
R. Maidstone
Paul Fearnhead
Adam N. Letchford
ArXiv (abs)PDFHTML

Papers citing "Detecting changes in slope with an $L_0$ penalty"

13 / 13 papers shown
Title
Fast and Optimal Inference for Change Points in Piecewise Polynomials
  via Differencing
Fast and Optimal Inference for Change Points in Piecewise Polynomials via Differencing
Shakeel Gavioli-Akilagun
Piotr Fryzlewicz
48
1
0
07 Jul 2023
Geometric-Based Pruning Rules For Change Point Detection in Multiple
  Independent Time Series
Geometric-Based Pruning Rules For Change Point Detection in Multiple Independent Time Series
Liudmila Pishchagina
G. Rigaill
Vincent Runge
53
2
0
15 Jun 2023
Predictive change point detection for heterogeneous data
Predictive change point detection for heterogeneous data
Anna-Christina Glock
F. Sobieczky
Johannes Furnkranz
Peter Filzmoser
M. Jech
59
1
0
11 May 2023
Automatic Change-Point Detection in Time Series via Deep Learning
Automatic Change-Point Detection in Time Series via Deep Learning
Jie Li
Paul Fearnhead
Piotr Fryzlewicz
Teng Wang
AI4TS
70
19
0
07 Nov 2022
cpop: Detecting changes in piecewise-linear signals
cpop: Detecting changes in piecewise-linear signals
Paul Fearnhead
D. Grose
49
2
0
23 Aug 2022
Change-in-Slope Optimal Partitioning Algorithm in a Finite-Size
  Parameter Space
Change-in-Slope Optimal Partitioning Algorithm in a Finite-Size Parameter Space
Vincent Runge
M. Pascucci
Nicolas Deschamps de Boishebert
26
1
0
21 Dec 2020
A review on minimax rates in change point detection and localisation
A review on minimax rates in change point detection and localisation
Yi Yu
56
19
0
03 Nov 2020
Localising change points in piecewise polynomials of general degrees
Localising change points in piecewise polynomials of general degrees
Yi Yu
S. Chatterjee
Haotian Xu
37
14
0
20 Jul 2020
Detecting Abrupt Changes in the Presence of Local Fluctuations and
  Autocorrelated Noise
Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated Noise
Gaetano Romano
G. Rigaill
Vincent Runge
Paul Fearnhead
88
31
0
04 May 2020
On a phase transition in general order spline regression
On a phase transition in general order spline regression
Yandi Shen
Q. Han
Fang Han
74
5
0
23 Apr 2020
Computing Valid p-value for Optimal Changepoint by Selective Inference
  using Dynamic Programming
Computing Valid p-value for Optimal Changepoint by Selective Inference using Dynamic Programming
Vo Nguyen Le Duy
Hiroki Toda
Ryota Sugiyama
Ichiro Takeuchi
56
39
0
21 Feb 2020
Seeded Binary Segmentation: A general methodology for fast and optimal
  change point detection
Seeded Binary Segmentation: A general methodology for fast and optimal change point detection
Solt Kovács
Housen Li
Peter Buhlmann
Axel Munk
78
79
0
16 Feb 2020
Consistency of a range of penalised cost approaches for detecting
  multiple changepoints
Consistency of a range of penalised cost approaches for detecting multiple changepoints
Chaowen Zheng
I. Eckley
Paul Fearnhead
67
8
0
05 Nov 2019
1