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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Bibliographic Details

Published in:	Biometrika Vol. 110; no. 1; pp. 249 - 256
Main Authors:	Kovács, S, Bühlmann, P, Li, H, Munk, A
Format:	Journal Article
Language:	English
Published:	Oxford University Press 01.03.2023
Subjects:	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 Access:	Get full text
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