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Change-point detection, segmentation, and related topics

Abstract : Recent contributions to change-point detection, segmentation and inference for non-regular models are presented. Various problems are considered including the multiple change-point estimation with adaptive penalty for time series with dierent dependency structures, estimation of the singularity point in cusp-type models, inference for thresholded autoregressive models, and cross-segmentation of matrices.
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https://hal.archives-ouvertes.fr/hal-02868510
Contributor : Vincent Brault <>
Submitted on : Monday, June 15, 2020 - 2:45:12 PM
Last modification on : Friday, July 10, 2020 - 7:58:59 AM

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Jean-Marc Bardet, Vincent Brault, Sergueï Dachian, Farida Enikeeva, Bruno Saussereau. Change-point detection, segmentation, and related topics. ESAIM: Proceedings and Surveys, EDP Sciences, 2020, 68, pp.97 - 122. ⟨10.1051/proc/202068006⟩. ⟨hal-02868510⟩

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