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Detecting A Single Change-point

Research output: Working paper › Preprint

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Detecting A Single Change-point. / Fearnhead, Paul; Fryzlewicz, Piotr.
Arxiv, 2022.

Research output: Working paper › Preprint

Harvard

Fearnhead, P & Fryzlewicz, P 2022 'Detecting A Single Change-point' Arxiv. <https://arxiv.org/abs/2210.07066>

APA

Fearnhead, P., & Fryzlewicz, P. (2022). Detecting A Single Change-point. Arxiv. https://arxiv.org/abs/2210.07066

Vancouver

Fearnhead P, Fryzlewicz P. Detecting A Single Change-point. Arxiv. 2022 Oct 13.

Author

Fearnhead, Paul ; Fryzlewicz, Piotr. / Detecting A Single Change-point. Arxiv, 2022.

Bibtex

@techreport{5955e84173d84eb9af2b5afab3e37468,
title = "Detecting A Single Change-point",
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.",
keywords = "stat.ME, math.ST, stat.TH",
author = "Paul Fearnhead and Piotr Fryzlewicz",
note = "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",
year = "2022",
month = oct,
day = "13",
language = "English",
publisher = "Arxiv",
type = "WorkingPaper",
institution = "Arxiv",

}

RIS

TY - UNPB

T1 - Detecting A Single Change-point

AU - Fearnhead, Paul

AU - Fryzlewicz, Piotr

N1 - 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

PY - 2022/10/13

Y1 - 2022/10/13

N2 - 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.

AB - 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.

KW - stat.ME

KW - math.ST

KW - stat.TH

M3 - Preprint

BT - Detecting A Single Change-point

PB - Arxiv

ER -