2020
DOI: 10.1051/proc/202068006
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Change-point detection, segmentation, and related topics

Abstract: Recent contributions to change-point detection, segmentation and inference for non-regular models are presented. Various problems are considered including the multiple change-point estimation with adaptive penalty for time series with different dependency structures, estimation of the singularity point in cusp-type models, inference for thresholded autoregressive models, and cross-segmentation of matrices.

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Cited by 2 publications
(1 citation statement)
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“…The present manuscript relates to the offline framework, by supposing the full data has been recorded, and the segmentation is done posterior wise. For recent and detailed reviews of the offline changepoint detection, the reader may refer to Bardet, Jean-Marc, Brault, Vincent, Dachian, Serguei, Enikeeva, Farida, and Saussereau, Bruno (2020); Truong, Oudre, and Vayatis (2020). While the literature on change-point detection is abundant, applications to spatial data are somewhat limited.…”
Section: Introductionmentioning
confidence: 99%
“…The present manuscript relates to the offline framework, by supposing the full data has been recorded, and the segmentation is done posterior wise. For recent and detailed reviews of the offline changepoint detection, the reader may refer to Bardet, Jean-Marc, Brault, Vincent, Dachian, Serguei, Enikeeva, Farida, and Saussereau, Bruno (2020); Truong, Oudre, and Vayatis (2020). While the literature on change-point detection is abundant, applications to spatial data are somewhat limited.…”
Section: Introductionmentioning
confidence: 99%