Optimistic search strategy: Change point detection forlarge-scale data via adaptive logarithmic queries
Authors Kovacs S, Li H, Haubner L, Munk A, Buhlmann P Journal ArXiv Citation arXiv:2010.10194v1. Abstract As a classical and ever reviving topic, change point detection is often formulated as a search for the maximum of a gain function describing improved fits when segmenting the data. Searching through all candidate