The Multiple Change-in-Gaussian-Mean Problem

Autor: Fearnhead, Paul, Fryzlewicz, Piotr
Rok vydání: 2024
Předmět:
Druh dokumentu: Working Paper
Popis: A manuscript version of the chapter "The Multiple Change-in-Gaussian-Mean Problem" from the book "Change-Point Detection and Data Segmentation" by Fearnhead and Fryzlewicz, currently in preparation. All R code and data to accompany this chapter and the book are gradually being made available through https://github.com/pfryz/cpdds.
Comment: This is a draft chapter from the forthcoming book "Change-Point Detection and Data Segmentation" by Paul Fearnhead and Piotr Fryzlewicz. Comments, particularly regarding the history of work in this area, are welcome
Databáze: arXiv