Valid and Exact Statistical Inference for Multi-dimensional Multiple Change-Points by Selective Inference

In this paper, we study statistical inference of change-points (CPs) in multi-dimensional sequence. In CP detection from a multi-dimensional sequence, it is often desirable not only to detect the location, but also to identify the subset of the components in which the change occurs. Several algorith...

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Hauptverfasser:	Sugiyama, Ryota, Toda, Hiroki, Duy, Vo Nguyen Le, Inatsu, Yu, Takeuchi, Ichiro
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Learning Statistics - Machine Learning
Online-Zugang:	Volltext bestellen
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