Related papers: Discussion of 'Detecting possibly frequent change-…

We discuss Fryzlewicz's (2020) that proposes WBS2.SDLL approach to detect possibly frequent changes in mean of a series. Our focus is on the potential issues related to the model misspecification. We present some numerical examples such as…

Many existing procedures for detecting multiple change-points in data sequences fail in frequent-change-point scenarios. This article proposes a new change-point detection methodology designed to work well in both infrequent and frequent…

This article comments on the new version of wild binary segmentation 2. Wild Binary Segmentation 2 and Steepest-drop Model Selection has made improvements on changepoint analysis especially on reducing the computational cost. However, WBS2…

We propose a new technique, called wild binary segmentation (WBS), for consistent estimation of the number and locations of multiple change-points in data. We assume that the number of change-points can increase to infinity with the sample…

In recent years, there has been an increasing demand on efficient algorithms for large scale change point detection problems. To this end, we propose seeded binary segmentation, an approach relying on a deterministic construction of…

Change point methods are used to divide a sequence of observations into segments with different behaviour. Often, the distributional form of the observations is unknown, but the changes of interest are likely to involve shifts in location,…

Informative data selection is a key requirement for large language models (LLMs) to minimize the amount of data required for fine-tuning, network distillation, and token pruning, enabling fast and efficient deployment, especially under…

This paper proposes different methods to consistently detect multiple breaks in copula-based dependence measures, mainly focusing on Spearman's $\rho$. The leading model is a factor copula model due to its usefulness for analyzing data in…

Generative, temporal network models play an important role in analyzing the dependence structure and evolution patterns of complex networks. Due to the complicated nature of real network data, it is often naive to assume that the underlying…

We introduce a new approach for decoupling trends (drift) and changepoints (shifts) in time series. Our locally adaptive model-based approach for robustly decoupling combines Bayesian trend filtering and machine learning based…

Change point detection plays a fundamental role in many real-world applications, where the goal is to analyze and monitor the behaviour of a data stream. In this paper, we study change detection in binary streams. To this end, we use a…

SweepFinder is a popular program that implements a powerful likelihood-based method for detecting recent positive selection, or selective sweeps. Here, we present SweepFinder2, an extension of SweepFinder with increased sensitivity and…

In this discussion, we compare the choice of seeded intervals and that of random intervals for change point segmentation from practical, statistical and computational perspectives. Furthermore, we investigate a novel estimator of the noise…

We study the problem of change point detection for covariance matrices in high dimensions. We assume that we observe a sequence {X_i}_{i=1,...,n} of independent and centered p-dimensional sub-Gaussian random vectors whose covariance…

The challenges posed by complex stochastic models used in computational ecology, biology and genetics have stimulated the development of approximate approaches to statistical inference. Here we focus on Synthetic Likelihood (SL), a…

This paper focuses on stochastic saddle point problems with decision-dependent distributions. These are problems whose objective is the expected value of a stochastic payoff function and whose data distribution drifts in response to…

Time series segmentation, a.k.a. multiple change-point detection, is a well-established problem. However, few solutions are designed specifically for high-dimensional situations. In this paper, our interest is in segmenting the second-order…

We propose an inference method for detecting multiple change points in high-dimensional time series, targeting dense or spatially clustered signals. Our method aggregates moving sum (MOSUM) statistics cross-sectionally by an $\ell^2$-norm…

This paper proposes a new test for a change point in the mean of high-dimensional data based on the spatial sign and self-normalization. The test is easy to implement with no tuning parameters, robust to heavy-tailedness and theoretically…

This paper deals with variable selection in multivariate linear regression model when the data are observations on a spatial domain being a grid of sites in $\mathbb{Z}^d$ with $d\geqslant 2$. We use a criterion that allows to characterize…