3 papers
stat.ME2026
An Optimal False Discovery Rate Controlling Procedure for Changepoint Detection
Louis Davis, Guenther Walther
We consider the problem of detecting and localizing a growing number of changepoints in a sequence of independent observations. We propose a new method, Lean Bonferroni Detection -…
stat.ME2026
Beta-trees for testing multivariate goodness-of-fit and localizing deviations from a model
Valerie N. P. Ho, Guenther Walther
We introduce a novel goodness-of-fit (GOF) procedure based on Beta-tree partitions. A Beta-tree produces a data-adaptive partition of the sample space into regions and provides gua…
stat.ME2024
Fast and Optimal Changepoint Detection and Localization using Bonferroni Triplets
Jayoon Jang, Guenther Walther
The paper considers the problem of detecting and localizing changepoints in a sequence of independent observations. We propose to evaluate a local test statistic on a triplet of ti…