The Multiple Change-in-Gaussian-Mean Problem
Methodology
2024-05-14 v1 Statistics Theory
Computation
Statistics Theory
Abstract
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, currently in preparation. All R code and data to accompany this chapter and the book are gradually being made available through https://github.com/pfryz/cpdds.
Cite
@article{arxiv.2405.06796,
title = {The Multiple Change-in-Gaussian-Mean Problem},
author = {Paul Fearnhead and Piotr Fryzlewicz},
journal= {arXiv preprint arXiv:2405.06796},
year = {2024}
}
Comments
This is a draft chapter from the forthcoming book "Change-Point Detection and Data Segmentation" by Paul Fearnhead and Piotr Fryzlewicz. Comments, particularly regarding the history of work in this area, are welcome