The Multiple Change-in-Gaussian-Mean Problem

2024/05/10 by Fearnhead, Paul, Fryzlewicz, Piotr
#Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.2405.06796

Abstract

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.

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