高斯均值多重变点问题
统计方法学
2024-05-14 v1 统计理论
统计计算
统计理论
摘要
这是 Fearnhead 和 Fryzlewicz 所著、目前正在筹备中的《变点检测与数据分割》（Change-Point Detection and Data Segmentation）一书中“高斯均值多重变点问题”（The Multiple Change-in-Gaussian-Mean Problem）一章的手稿版本。伴随本章及本书的所有 R 代码和数据正逐步通过 https://github.com/pfryz/cpdds 提供。
引用
@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}
}
备注
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