77 citations · 219 across the 17 of their papers we have counts for
4 papers · 1 filter
Variational Multiscale Nonparametric Regression: Algorithms and Implementation
Miguel del Alamo, Housen Li, Axel Munk +1
Many modern statistically efficient methods come with tremendous computational challenges, often leading to large-scale optimisation problems. In this work, we examine such computa…
Optimistic search: Change point estimation for large-scale data via adaptive logarithmic queries
Solt Kovács, Housen Li, Lorenz Haubner +2
Change point estimation is often formulated as a search for the maximum of a gain function describing improved fits when segmenting the data. Searching through all candidates requi…
Seeded intervals and noise level estimation in change point detection: A discussion of Fryzlewicz (2020)
Solt Kovács, Housen Li, Peter Bühlmann
In this discussion, we compare the choice of seeded intervals and that of random intervals for change point segmentation from practical, statistical and computational perspectives.…
Seeded Binary Segmentation: A general methodology for fast and optimal change point detection
Solt Kovács, Housen Li, Peter Bühlmann +1
In recent years, there has been an increasing demand on efficient algorithms for large scale change point detection problems. To this end, we propose seeded binary segmentation, an…