A review on minimax rates in change point detection and localisation

Abstract

This paper reviews recent developments in fundamental limits and optimal algorithms for change point analysis. We focus on minimax optimal rates in change point detection and localisation, in both parametric and nonparametric models. We start with the univariate mean change point analysis problem and review the state-of-the-art results in the literature. We then move on to more complex data types and investigate general principles behind the optimal procedures that lead to minimax rate-optimal results.

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Cited by in corpus (6)

• Denoising and change point localisation in piecewise-constant high-dimensional regression coefficients
• Calibrating the scan statistic: finite sample performance vs. asymptotics
• Locally private online change point detection
• Data-adaptive structural change-point detection via isolation
• Online network change point detection with missing values and temporal dependence
• Adversarially robust change point detection