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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Vydané v:	Biometrika Ročník 110; číslo 1; s. 249 - 256
Hlavní autori:	Kovács, S, Bühlmann, P, Li, H, Munk, A
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Oxford University Press 01.03.2023
Predmet:	Fast computation Breakpoint Wild binary segmentation Multiple changepoint estimation High dimensionality Binary segmentation Minimax optimality Narrowest-over-threshold method
ISSN:	0006-3444, 1464-3510
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