Optimal Change-Point Detection and Localization

22 October 2020

Nicolas Verzélen

M. Fromont

M. Lerasle

Patricia Reynaud-Bouret

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Papers citing "Optimal Change-Point Detection and Localization"

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Title
Continuous Optimization for Offline Change Point Detection and Estimation Hans Reimann S. Moka G. Sofronov 34 0 0 03 Jul 2024
Minimax rates in variance and covariance changepoint testing Per August Jarval Moen 43 0 0 13 May 2024
Multiscale Quantile Regression with Local Error Control Zhi Liu Housen Li 19 1 0 17 Mar 2024
Multiple change point detection in functional data with applications to biomechanical fatigue data Patrick Bastian Rupsa Basu Holger Dette 22 3 0 18 Dec 2023
Fast and Optimal Inference for Change Points in Piecewise Polynomials via Differencing Shakeel Gavioli-Akilagun Piotr Fryzlewicz 18 0 0 07 Jul 2023
Geometric-Based Pruning Rules For Change Point Detection in Multiple Independent Time Series Liudmila Pishchagina G. Rigaill Vincent Runge 20 1 0 15 Jun 2023
Robust mean change point testing in high-dimensional data with heavy tails Mengchu Li Yudong Chen Tengyao Wang Yi Yu OOD 44 2 0 30 May 2023
Automatic Change-Point Detection in Time Series via Deep Learning Jie Li Paul Fearnhead Piotr Fryzlewicz Teng Wang AI4TS 13 16 0 07 Nov 2022
Sparse change detection in high-dimensional linear regression Fengnan Gao Tengyao Wang 35 4 0 12 Aug 2022
Optimal Change-point Testing for High-dimensional Linear Models with Temporal Dependence Daren Wang Zifeng Zhao 38 6 0 08 May 2022
Denoising and change point localisation in piecewise-constant high-dimensional regression coefficients Fan Wang Oscar Hernan Madrid Padilla Yi Yu Alessandro Rinaldo 14 5 0 27 Oct 2021
Optimal partition recovery in general graphs Yi Yu Oscar Hernan Madrid Padilla Alessandro Rinaldo 28 1 0 21 Oct 2021
Change-Point Detection in Dynamic Networks with Missing Links F. Enikeeva Olga Klopp 13 10 0 28 Jun 2021
Lattice partition recovery with dyadic CART Oscar Hernan Madrid Padilla Yi Yu Alessandro Rinaldo 16 4 0 27 May 2021
Locally private online change point detection Thomas B. Berrett Yi Yu 23 13 0 22 May 2021
Adversarially robust change point detection Mengchu Li Yi Yu AAML 19 10 0 21 May 2021
Optimal network online change point localisation Yi Yu Oscar Hernan Madrid Padilla Daren Wang Alessandro Rinaldo 17 14 0 14 Jan 2021
Moving sum data segmentation for stochastics processes based on invariance Claudia Kirch P. Klein 17 8 0 12 Jan 2021
Optimal multiple change-point detection for high-dimensional data Emmanuel Pilliat Alexandra Carpentier Nicolas Verzélen 33 14 0 16 Nov 2020
Fréchet Change Point Detection Paromita Dubey Hans-Georg Müller 14 23 0 26 Nov 2019
Consistency of a range of penalised cost approaches for detecting multiple changepoints Chaowen Zheng I. Eckley Paul Fearnhead 11 8 0 05 Nov 2019
Optimal nonparametric multivariate change point detection and localization Oscar Hernan Madrid Padilla Yi Yu Daren Wang Alessandro Rinaldo 16 38 0 29 Oct 2019
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence Haeran Cho Claudia Kirch 17 33 0 28 Oct 2019
Statistically and Computationally Efficient Change Point Localization in Regression Settings Daren Wang Zifeng Zhao Kevin Lin Rebecca Willett 29 36 0 26 Jun 2019