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On optimal multiple changepoint algorithms for large data

Many common approaches to detecting changepoints, for example based on statistical criteria such as penalised likelihood or minimum description length, can be formulated in terms of minimising a cost over segmentations. We focus on a class of dynamic programming algorithms that can solve the resulti...

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Detalles Bibliográficos
Autores principales: Maidstone, Robert, Hocking, Toby, Rigaill, Guillem, Fearnhead, Paul
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2016
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7175693/
https://www.ncbi.nlm.nih.gov/pubmed/32355427
http://dx.doi.org/10.1007/s11222-016-9636-3