2 papers
stat.ME2026
Exact Multiple Change-Point Detection Via Smallest Valid Partitioning
Vincent Runge, Anica Kostic, Alexandre Combeau +1
We introduce smallest valid partitioning (SVP), a segmentation method for multiple change-point detection in time-series. SVP relies on a local notion of segment validity: a candid…
stat.ME2023
A Change-Point Approach to Estimating the Proportion of False Null Hypotheses in Multiple Testing
Anica Kostic, Piotr Fryzlewicz
For estimating the proportion of false null hypotheses in multiple testing, a family of estimators by Storey (2002) is widely used in the applied and statistical literature, with m…