Detecting multiple generalized change-points by isolating single ones

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Detecting functional connectivity change points for single-subject fMRI data

Recently in functional magnetic resonance imaging (fMRI) studies there has been an increased interest in understanding the dynamic manner in which brain regions communicate with one another, as subjects perform a set of experimental tasks or as their psychological state changes. Dynamic Connectivity Regression (DCR) is a data-driven technique used for detecting temporal change points in functio...

متن کامل

Detecting multiple change points in piecewise constant hazard functions.

The National Cancer Institute (NCI) suggests a sudden reduction in prostate cancer mortality rates, likely due to highly successful treatments and screening methods for early diagnosis. We are interested in understanding the impact of medical breakthroughs, treatments, or interventions, on the survival experience for a population. For this purpose, estimating the underlying hazard function, wit...

متن کامل

Detecting change-points in extremes∗

Even though most work on change-point estimation focuses on changes in the mean, changes in the variance or in the tail distribution can lead to more extreme events. In this paper, we develop a new method of detecting and estimating the change-points in the tail of multiple time series data. In addition, we adapt existing tail change-point detection methods to our specific problem and conduct a...

متن کامل

Detecting multiple change-points in the mean of Gaussian process by model selection

This paper deals with the problem of detecting the change-points in mean of a signal corrupted by an additive Gaussian noise. The number of changes and their positions are unknown. From a nonasymptotic point of view, we propose to estimate them with a method based on a penalized least-squares criterion. According to the results of Birgé and Massart, we choose the penalty function such that the ...

متن کامل

Detecting change-points on different information levels

Change-point problems are considered in which at some unobservable time the intensity of a point process switches from one level to another. Optimal detection stopping times are derived for different information levels.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Metrika

سال: 2021

ISSN: 0026-1335,1435-926X

DOI: 10.1007/s00184-021-00821-6