Efficient sparsity adaptive changepoint estimation
From MaRDI portal
Publication:6635579
DOI10.1214/24-ejs2294MaRDI QIDQ6635579
Per August Jarval Moen, Ingrid Kristine Glad, Martin Tveten
Publication date: 12 November 2024
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Cites Work
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- Stochastic orders
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- High Dimensional Change Point Estimation via Sparse Projection
- Optimal Detection of Changepoints With a Linear Computational Cost
- Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
- An alternative point of view on Lepski's method
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
- Some Inequalities on Mill's Ratio and Related Functions
- Seeded binary segmentation: a general methodology for fast and optimal changepoint detection
- Optimal multiple change-point detection for high-dimensional data
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