Seeded binary segmentation: a general methodology for fast and optimal changepoint detection

DOI10.1093/BIOMET/ASAC052OpenAlexW3005692341MaRDI QIDQ5879532

Axel Munk, Housen Li, Solt Kovács

Publication date: 1 March 2023

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.06633

zbMATH Keywords

breakpointhigh dimensionalityfast computationminimax optimalitybinary segmentationwild binary segmentationmultiple changepoint estimationnarrowest-over-threshold method

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (7)

Efficient sparsity adaptive changepoint estimation ⋮ Data-driven selection of the number of change-points via error rate control ⋮ Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences ⋮ Optimal change-point detection and localization ⋮ Multiple change point detection in functional data with applications to biomechanical fatigue data ⋮ Cross-validation for change-point regression: pitfalls and solutions ⋮ A communication-efficient, online changepoint detection method for monitoring distributed sensor networks

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