1 citations · 2 across the 4 of their papers we have counts for
Showing 2026Show all
2 papers · 1 filter
stat.ME2026
Multiple change-point detection via bottom-up scanning
Jinhyeok Park, Hyeyoung Maeng, Hoseung Song
We study nonparametric multiple change-point detection for high-dimensional sequences, aiming to identify time points at which the underlying distribution changes. While many exist…
stat.ME2026
High-dimensional sparsity-adaptive multiple change-point detection
Hyeyoung Maeng, Tengyao Wang, Piotr Fryzlewicz
We introduce a method for detecting multiple change-points in the mean of a high-dimensional data sequence. Unlike existing top-down (i.e. divisive) algorithms, we adopt a bottom-u…