2 papers
stat.ME2025
Post-selection inference for quantifying uncertainty in changes in variance
Rachel Carrington, Paul Fearnhead
Quantifying uncertainty in detected changepoints is an important problem. However it is challenging as the naive approach would use the data twice, first to detect the changes, and…
stat.ME2024
The Multiple Change-in-Gaussian-Mean Problem
Paul Fearnhead, Piotr Fryzlewicz
A manuscript version of the chapter "The Multiple Change-in-Gaussian-Mean Problem" from the book "Change-Point Detection and Data Segmentation" by Fearnhead and Fryzlewicz, current…