The screening and ranking algorithm for change-points detection in multiple samples
نویسندگان
چکیده
منابع مشابه
Multiple Change-Point Detection via a Screening and Ranking Algorithm.
Let Y1, …, Yn be a sequence whose underlying mean is a step function with an unknown number of the steps and unknown change points. The detection of the change points, namely the positions where the mean changes, is an important problem in such fields as engineering, economics, climatology and bioscience. This problem has attracted a lot of attention in statistics, and a variety of solutions ha...
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ژورنال
عنوان ژورنال: The Annals of Applied Statistics
سال: 2016
ISSN: 1932-6157
DOI: 10.1214/16-aoas966