8 citations · 9 across the 3 of their papers we have counts for
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math.ST2021
Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process
Magalie Fromont, Fabrice Grela, Ronan Le Guével
Motivated by applications in cybersecurity and epidemiology, we consider the problem of detecting an abrupt change in the intensity of a Poisson process, characterised by a jump (n…
math.ST2020★ 8 cited
Optimal Change-Point Detection and Localization
Nicolas Verzelen, Magalie Fromont, Matthieu Lerasle +1
Given a times series in , with a piece-wise contant mean and independent components, the twin problems of change-point detection and change-point localizati…
math.ST2009
Adaptive tests of homogeneity for a Poisson process
M. Fromont, B. Laurent, P. Reynaud-Bouret
We propose to test the homogeneity of a Poisson process observed on a finite interval. In this framework, we first provide lower bounds for the uniform separation rates in $\mathbb…