Concepedia

Multiple Change-point Detection

Multiple Change-Point Detection is a statistical inference method that identifies more than one point in an ordered sequence of data where abrupt changes occur in the underlying generative process, distinguishing itself from single change-point detection by enabling the simultaneous localization of multiple such transitions.

199

Publications

14.2K

Citations

396

Authors

276

Institutions

Publications per year

2017–2026

67

Parents

Publications

199

Optimal Detection of Changepoints With a Linear Computational Cost

Rebecca Killick, Paul Fearnhead, Idris A. Eckley · Journal of the American Statistical Association · 2012 · 2.5K citations · Full text

, , +14

<b>changepoint</b>: An<i>R</i>Package for Changepoint Analysis

Rebecca Killick, Idris A. Eckley · Journal of Statistical Software · 2014 · 1.3K citations · Full text

, , +10

A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data

David S. Matteson, Nicholas A. James · Journal of the American Statistical Association · 2013 · 552 citations

, , +14

Wild binary segmentation for multiple change-point detection

The Annals of Statistics · 2014 · 540 citations · Full text

, , +14

Using the Generalized Likelihood Ratio Statistic for Sequential Detection of a Change-Point

David Siegmund, E. S. Venkatraman · The Annals of Statistics · 1995 · 308 citations · Full text

, , +14

1–5 of 199

Authors

396

  1. PF
    Piotr Fryźlewicz

    London School of Economics and Political Science, United Kingdom

    10 publications · 517 citations

    10

    h-index

  2. ML
    Marc Lavielle

    Université Paris-Sud, France

    5 publications · 623 citations

    5

    h-index

  3. MA
    Marc A. Suchard

    University of California, Los Angeles, United States

    5 publications · 404 citations

    5

    h-index

  4. NA
    Nicholas A. James

    Cornell University, United States

    4 publications · 839 citations

    4

    h-index

  5. HC
    Haeran Cho

    University of Bristol, United Kingdom

    4 publications · 272 citations

    4

    h-index

1–5 of 396

Institutions

276

  1. London School of Economics and Political Science

    London, United Kingdom

    12 h-index

    15 publications

    1.3K citations

  2. University of California, Los Angeles

    Los Angeles, United States

    7 h-index

    11 publications

    750 citations

  3. Université Paris-Sud

    Orsay, France

    7 h-index

    8 publications

    1K citations

  4. Mississippi State University

    Starkville, United States

    5 h-index

    5 publications

    257 citations

  5. Iowa State University

    Ames, United States

    5 h-index

    7 publications

    465 citations

  6. Université Paris Cité

    Paris, France

    5 h-index

    5 publications

    676 citations

  7. Yale University

    New Haven, United States

    5 h-index

    10 publications

    335 citations

  8. Centre National de la Recherche Scientifique

    Paris, France

    5 h-index

    9 publications

    537 citations

1–8 of 276

Venues

  1. arXiv (Cornell University)

    Repository · 14 publications · 741 citations

    12

    h-index

  2. The Annals of Statistics

    7 publications · 1.2K citations

    7

    h-index

  3. Computational Statistics & Data Analysis

    CSDA · 6 publications · 238 citations

    6

    h-index

  4. Journal of Statistical Software

    JSS · 3 publications · 1.7K citations

    4

    h-index

  5. Sequential Analysis

    4 publications · 132 citations

    4

    h-index

1–5