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

Summary We propose seeded binary segmentation for large-scale changepoint detection problems. We construct a deterministic set of background intervals, called seeded intervals, in which single changepoint candidates are searched for. The final selection of changepoints based on these candidates can...

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Veröffentlicht in:	Biometrika Jg. 110; H. 1; S. 249 - 256
Hauptverfasser:	Kovács, S, Bühlmann, P, Li, H, Munk, A
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Oxford University Press 01.03.2023
Schlagworte:	Fast computation Breakpoint Wild binary segmentation Multiple changepoint estimation High dimensionality Binary segmentation Minimax optimality Narrowest-over-threshold method
ISSN:	0006-3444, 1464-3510
Online-Zugang:	Volltext
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