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Univariate Mean Change Point Detection: Penalization, CUSUM and Optimality

22 October 2018

Papers citing "Univariate Mean Change Point Detection: Penalization, CUSUM and Optimality"

41 / 41 papers shown

Title
Score-based change point detection via tracking the best of infinitely many experts Anna Markovich Nikita Puchkin 48 0 0 26 Aug 2024
Continuous Optimization for Offline Change Point Detection and Estimation Hans Reimann Sarat Moka G. Sofronov 72 0 0 03 Jul 2024
Minimax rates in variance and covariance changepoint testing Per August Jarval Moen 71 0 0 13 May 2024
Inferring Change Points in High-Dimensional Linear Regression via Approximate Message Passing Gabriel Arpino Xiaoqi Liu R. Venkataramanan 35 0 0 11 Apr 2024
Multiple change point detection in functional data with applications to biomechanical fatigue data Patrick Bastian Rupsa Basu Holger Dette 70 3 0 18 Dec 2023
$Transfer learning for piecewise-constant mean estimation: Optimality, $\ell_1$- and $\ell_0$-penalisation$ Transfer learning for piecewise-constant mean estimation: Optimality, $\ell_1$ - and $\ell_0$ -penalisation Fan Wang Yi Yu 43 0 0 09 Oct 2023
Change point estimation for a stochastic heat equation M. Reiß Claudia Strauch Lukas Trottner 110 4 0 20 Jul 2023
Fast and Optimal Inference for Change Points in Piecewise Polynomials via Differencing Shakeel Gavioli-Akilagun Piotr Fryzlewicz 48 1 0 07 Jul 2023
On Rank Energy Statistics via Optimal Transport: Continuity, Convergence, and Change Point Detection Matthew Werenski Shoaib Bin Masud James M. Murphy Shuchin Aeron 72 4 0 15 Feb 2023
Change point detection and inference in multivariable nonparametric models under mixing conditions Carlos Misael Madrid Padilla Haotian Xu Daren Wang Oscar Hernan Madrid Padilla Yi Yu 80 5 0 27 Jan 2023
Data Segmentation for Time Series Based on a General Moving Sum Approach Claudia Kirch Kerstin Reckruehm AI4TS 69 14 0 15 Jul 2022
A Contrastive Approach to Online Change Point Detection Artur Goldman Nikita Puchkin Valeriia Shcherbakova Uliana Vinogradova 82 7 0 21 Jun 2022
Detecting Abrupt Changes in Sequential Pairwise Comparison Data Wanshan Li Daren Wang Alessandro Rinaldo 53 1 0 25 May 2022
Network change point localisation under local differential privacy Mengchu Li Thomas B. Berrett Yi Yu 78 7 0 14 May 2022
Multivariate Analysis for Multiple Network Data via Semi-Symmetric Tensor PCA Michael Weylandt George Michailidis 60 0 0 09 Feb 2022
Denoising and change point localisation in piecewise-constant high-dimensional regression coefficients Fan Wang Oscar Hernan Madrid Padilla Yi Yu Alessandro Rinaldo 88 5 0 27 Oct 2021
Optimal partition recovery in general graphs Yi Yu Oscar Hernan Madrid Padilla Alessandro Rinaldo 64 1 0 21 Oct 2021
Lattice partition recovery with dyadic CART Oscar Hernan Madrid Padilla Yi Yu Alessandro Rinaldo 75 4 0 27 May 2021
Adversarially robust change point detection Mengchu Li Yi Yu AAML 53 10 0 21 May 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
Moving sum data segmentation for stochastics processes based on invariance Claudia Kirch P. Klein 49 8 0 12 Jan 2021
Optimal multiple change-point detection for high-dimensional data Emmanuel Pilliat Alexandra Carpentier Nicolas Verzélen 65 16 0 16 Nov 2020
A review on minimax rates in change point detection and localisation Yi Yu 56 19 0 03 Nov 2020
Optimal Change-Point Detection and Localization Nicolas Verzélen M. Fromont M. Lerasle Patricia Reynaud-Bouret 62 45 0 22 Oct 2020
Localising change points in piecewise polynomials of general degrees Yi Yu S. Chatterjee Haotian Xu 37 14 0 20 Jul 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 25 0 0 03 Jul 2020
Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes Daren Wang Yi Yu Rebecca Willett 65 7 0 05 Jun 2020
A Note on Online Change Point Detection Yi Yu Oscar Hernan Madrid Padilla Daren Wang Alessandro Rinaldo 50 22 0 05 Jun 2020
Optimal Change-Point Detection with Training Sequences in the Large and Moderate Deviations Regimes Haiyun He Q. Zhang Vincent Y. F. Tan 15 3 0 13 Mar 2020
High-dimensional, multiscale online changepoint detection Yudong Chen Tengyao Wang R. Samworth 61 56 0 07 Mar 2020
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
Change point localization in dependent dynamic nonparametric random dot product graphs Oscar Hernan Madrid Padilla Yi Yu Carey E. Priebe 54 27 0 18 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
Optimal nonparametric multivariate change point detection and localization Oscar Hernan Madrid Padilla Yi Yu Daren Wang Alessandro Rinaldo 68 39 0 29 Oct 2019
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence Haeran Cho Claudia Kirch 57 36 0 28 Oct 2019
Localizing Changes in High-Dimensional Vector Autoregressive Processes Daren Wang Yi Yu Alessandro Rinaldo Rebecca Willett 83 22 0 12 Sep 2019
Minimax rates in sparse, high-dimensional changepoint detection Haoyang Liu Chao Gao R. Samworth 68 48 0 23 Jul 2019
Statistically and Computationally Efficient Change Point Localization in Regression Settings Daren Wang Zifeng Zhao Kevin Lin Rebecca Willett 84 39 0 26 Jun 2019
Optimal nonparametric change point detection and localization Oscar Hernan Madrid Padilla Yi Yu Daren Wang Alessandro Rinaldo 55 23 0 24 May 2019
Multiscale change point detection for dependent data Holger Dette Theresa Eckle Mathias Vetter 38 42 0 14 Nov 2018
Optimal Covariance Change Point Localization in High Dimension Daren Wang Yi Yu Alessandro Rinaldo 73 58 0 28 Dec 2017