Detecting A Single Change-point

Fearnhead, Paul and Fryzlewicz, Piotr (2022) Detecting A Single Change-point. Other. Arxiv.

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Abstract

This chapter overviews some of the work on detecting and estimating the location of a single change. We first consider the most common change-point problem, namely that of detecting a change in mean, before looking at extensions to detecting other types of change. The intuition from the problem of detecting a single change-point is helpful for understanding the variety of methods for detecting multiple changes.

Item Type:
Monograph (Other)
Additional Information:
This is a draft chapter from the forthcoming book "Change-Point Detection and Data Segmentation" by Paul Fearnhead and Piotr Fryzlewicz. Comments, particularly regarding the history of work in this area, are welcome
Subjects:
ID Code:
183214
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Deposited On:
04 Jan 2023 16:00
Refereed?:
No
Published?:
Published
Last Modified:
29 Jan 2023 01:44