相关论文: Localising change points in piecewise polynomials …

This paper addresses the problem of localizing change points in high-dimensional linear regression models with piecewise constant regression coefficients. We develop a dynamic programming approach to estimate the locations of the change…

We consider the problem of uncertainty quantification in change point regressions, where the signal can be piecewise polynomial of arbitrary but fixed degree. That is we seek disjoint intervals which, uniformly at a given confidence level,…

The segmentation of a time series into piecewise stationary segments, a.k.a. multiple change point analysis, is an important problem both in time series analysis and signal processing. In the presence of multiscale change points with both…

Motivated by conforming finite element methods for elliptic problems of second order, we analyze the approximation of the gradient of a target function by continuous piecewise polynomial functions over a simplicial mesh. The main result is…

The problem of univariate mean change point detection and localization based on a sequence of $n$ independent observations with piecewise constant means has been intensively studied for more than half century, and serves as a blueprint for…

We study transfer learning for estimating piecewise-constant signals when source data, which may be relevant but disparate, are available in addition to the target data. We first investigate transfer learning estimators that respectively…

This paper proposes a stochastic gradient descent method with an adaptive Gaussian noise term for the global minimization of nearly convex functions, which are nonconvex and possess multiple strict local minimizers. The noise term,…

We study recovery of piecewise-constant signals on graphs by the estimator minimizing an $l_0$-edge-penalized objective. Although exact minimization of this objective may be computationally intractable, we show that the same statistical…

We study the multivariate nonparametric change point detection problem, where the data are a sequence of independent $p$-dimensional random vectors whose distributions are piecewise-constant with Lipschitz densities changing at unknown…

We prove lower bounds on the error incurred when approximating any oscillating function using piecewise polynomial spaces. The estimates are explicit in the polynomial degree and have optimal dependence on the meshwidth and frequency when…

It has been observed in a variety of contexts that gradient descent methods have great success in solving low-rank matrix factorization problems, despite the relevant problem formulation being non-convex. We tackle a particular instance of…

In this paper, we consider the estimation of a change-point for possibly high-dimensional data in a Gaussian model, using a k-means method. We prove that, up to a logarithmic term, this change-point estimator has a minimax rate of…

We consider a graph-structured change point problem in which we observe a random vector with piecewise constant but unknown mean and whose independent, sub-Gaussian coordinates correspond to the $n$ nodes of a fixed graph. We are interested…

We derive uniform convergence rates for the maximum likelihood estimator and minimax lower bounds for parameter estimation in two-component location-scale Gaussian mixture models with unequal variances. We assume the mixing proportions of…

In this paper, we describe a new method to compute the minimum of a real polynomial function and the ideal defining the points which minimize this polynomial function, assuming that the minimizer ideal is zero-dimensional. Our method is a…

In many applications, data come with a natural ordering. This ordering can often induce local dependence among nearby variables. However, in complex data, the width of this dependence may vary, making simple assumptions such as a constant…

Many popular piecewise regression models rely on minimizing a cost function on the model fit with a linear penalty on the number of segments. However, this penalty does not take into account varying complexities of the model functions on…

We consider the problem of finding optimal piecewise constant approximations of one-dimensional signals. These approximations should consist of a specified number of segments (samples) and minimise the mean squared error to the original…

We consider the offline change point detection and localization problem in the context of piecewise stationary networks, where the observable is a finite sequence of networks. We develop algorithms involving some suitably modified CUSUM…

Many problems on signal processing reduce to nonparametric function estimation. We propose a new methodology, piecewise convex fitting (PCF), and give a two-stage adaptive estimate. In the first stage, the number and location of the change…