The Multiple Change-in-Gaussian-Mean Problem
Paul Fearnhead, Piotr Fryzlewicz
TL;DR
This paper discusses the multiple change-in-Gaussian-mean problem, focusing on detection methods, with accompanying R code and data to facilitate practical application and further research.
Contribution
It introduces new methodologies for detecting multiple mean changes in Gaussian data, supported by comprehensive R code and data resources.
Findings
Development of novel change-point detection algorithms
Implementation of methods in R with available code and data
Enhanced accuracy in identifying multiple mean shifts
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.
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Taxonomy
TopicsGaussian Processes and Bayesian Inference