Original paper

Data-driven selection of the number of change-points via error rate control

Volume: 118, Issue: 542, Pages: 1415 - 1428
Published: Dec 8, 2021
Abstract
In multiple change-point analysis, one of the main difficulties is to determine the number of change-points. Various consistent selection methods, including the use of Schwarz information criterion and cross-validation, have been proposed to balance the model fitting and complexity. However, there is lack of systematic approaches to provide theoretical guarantee of significance in determining the number of changes. In this paper, we introduce a...
Paper Details
Title
Data-driven selection of the number of change-points via error rate control
Published Date
Dec 8, 2021
Volume
118
Issue
542
Pages
1415 - 1428
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