Baisuo Jin

  1. A Novel Approach for Fast Detection of Multiple Change Points in Linear Models.

    Authors: Yuehua Wu, Xiaoping Shi, Baisuo Jin
    Subjects: Methodology
    Abstract

    A change point problem occurs in many statistical applications. If there
    exist change points in a model, it is harmful to make a statistical analysis
    without any consideration of the existence of the change points and the results
    derived from such an analysis may be misleading. There are rich literatures on
    change point detection. Although many methods have been proposed for detecting
    multiple change points, using these methods to find multiple change points in a
    large sample seems not feasible.

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