Non-parametric change-point estimation using string matching algorithms

DOI10.1007/s11009-013-9359-2zbMath1330.62322arXiv1106.5714OpenAlexW3106272844WikidataQ60522084 ScholiaQ60522084MaRDI QIDQ2513665

Yanyan Li

Publication date: 28 January 2015

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.5714

zbMATH Keywords

entropystring matchingnonparametricchange-point estimation

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Sequential statistical analysis (62L10) Algorithms on strings (68W32)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The maximum likelihood method for testing changes in the parameters of normal observations
• Estimating the entropy of binary time series: methodology, some theory and a simulation study
• How sampling reveals a process
• Optimal detection of a change in distribution
• Critical phenomena in sequence matching
• Nonparametric change-point estimation
• A sandwich proof of the Shannon-McMillan-Breiman theorem
• The asymptotic behavior of some nonparametric change-point estimators
• Entropy and prefixes
• A martingale inequality for the empirical process
• The Erdős-Rényi strong law for pattern matching with a given proportion of mismatches
• An efficient sequential nonparametric scheme for detecting a change of distribution
• String matching bounds via coding
• Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences
• Optimal change-point estimation from indirect observations
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• Quickest Detection
• Universal Divergence Estimation for Finite-Alphabet Sources
• Change-point estimation in a multinomial sequence and homogeneity of literary style
• Optimal surveillance
• Probability with Martingales
• Entropy and data compression schemes
• A measure of relative entropy between individual sequences with application to universal classification
• Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation
• A Cluster Analysis Method for Grouping Means in the Analysis of Variance
• Optimal Detection of Changepoints With a Linear Computational Cost
• An Entropy Estimator for a Class of Infinite Alphabet Processes
• Nonparametric decentralized detection using kernel methods

This page was built for publication: Non-parametric change-point estimation using string matching algorithms