Seeded intervals and noise level estimation in change point detection: a discussion of Fryzlewicz (2020)
dc.contributor.author
Kovács, Solt
dc.contributor.author
Li, Housen
dc.contributor.author
Bühlmann, Peter
dc.date.accessioned
2020-12-21T17:12:04Z
dc.date.available
2020-10-02T02:45:45Z
dc.date.available
2020-10-02T10:45:51Z
dc.date.available
2020-12-21T17:12:04Z
dc.date.issued
2020-12
dc.identifier.issn
1226-3192
dc.identifier.other
10.1007/s42952-020-00077-2
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/444043
dc.description.abstract
In this discussion, we compare the choice of seeded intervals and that of random intervals for change point segmentation from practical, statistical and computational perspectives. Furthermore, we investigate a novel estimator of the noise level, which improves many existing model selection procedures (including the steepest drop to low levels), particularly for challenging frequent change point scenarios with low signal-to-noise ratios.
en_US
dc.language.iso
en
en_US
dc.publisher
Springer
en_US
dc.subject
Break points
en_US
dc.subject
Fast computation
en_US
dc.subject
Model selection
en_US
dc.subject
Reproducibility
en_US
dc.subject
Seeded binary segmentation
en_US
dc.subject
Steepest drop to low levels
en_US
dc.subject
Variance estimation
en_US
dc.subject
Wild binary segmentation 2
en_US
dc.title
Seeded intervals and noise level estimation in change point detection: a discussion of Fryzlewicz (2020)
en_US
dc.type
Journal Article
dc.date.published
2020-09-16
ethz.journal.title
Journal of the Korean Statistical Society
ethz.journal.volume
49
en_US
ethz.journal.issue
4
en_US
ethz.journal.abbreviated
J. Korean Stat. Soc.
ethz.pages.start
1081
en_US
ethz.pages.end
1089
en_US
ethz.grant
Statistics, Prediction and Causality for Large-Scale Data
en_US
ethz.identifier.wos
ethz.identifier.scopus
ethz.publication.place
Seoul
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02537 - Seminar für Statistik (SfS) / Seminar for Statistics (SfS)::03502 - Bühlmann, Peter L. / Bühlmann, Peter L.
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02537 - Seminar für Statistik (SfS) / Seminar for Statistics (SfS)::03502 - Bühlmann, Peter L. / Bühlmann, Peter L.
ethz.grant.agreementno
786461
ethz.grant.fundername
EC
ethz.grant.funderDoi
10.13039/501100000780
ethz.grant.program
H2020
ethz.date.deposited
2020-10-02T02:45:51Z
ethz.source
WOS
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2020-12-21T17:12:12Z
ethz.rosetta.lastUpdated
2020-12-21T17:12:12Z
ethz.rosetta.versionExported
true
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