Fast Detection of Multiple Change-Points Shared by Many Signals Using Group LARS
Abstract
We present a fast algorithm for the detection of multiple change-points when each is frequently shared by members of a set of co-occurring one-dimensional signals. We give conditions on consistency of the method when the number of signals increases, and provide empirical evidence to support the consistency results.
Cite
Text
Vert and Bleakley. "Fast Detection of Multiple Change-Points Shared by Many Signals Using Group LARS." Neural Information Processing Systems, 2010.Markdown
[Vert and Bleakley. "Fast Detection of Multiple Change-Points Shared by Many Signals Using Group LARS." Neural Information Processing Systems, 2010.](https://mlanthology.org/neurips/2010/vert2010neurips-fast/)BibTeX
@inproceedings{vert2010neurips-fast,
title = {{Fast Detection of Multiple Change-Points Shared by Many Signals Using Group LARS}},
author = {Vert, Jean-philippe and Bleakley, Kevin},
booktitle = {Neural Information Processing Systems},
year = {2010},
pages = {2343-2351},
url = {https://mlanthology.org/neurips/2010/vert2010neurips-fast/}
}