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stat.ME2026
Post Hoc Inference for Component Attribution in Multivariate Change-Point Detection
Dhia-Elhaq Ouerfelli, Sylvain Arlot, Kevin Bleakley +1
We consider the post-detection analysis of change-points for multivariate time series, with the goal of identifying which coordinates are responsible for a detected change. After a…
stat.ME2008
Nonparametric sequential prediction of time series
Gérard Biau, Kevin Bleakley, László Györfi +1
Time series prediction covers a vast field of every-day statistical applications in medical, environmental and economic domains. In this paper we develop nonparametric prediction s…