Optimistic Search: Change Point Estimation for Large-scale Data via Adaptive Logarithmic Queries
Authors Kovacs S, Li H, Haubner L, Munk A, Buhlmann P Journal Journal of Machine Learning Research Citation J Mach Learn Res 25(297):1−64, 2024. Abstract Change point estimation is often formulated as a search for the maximum of a gain function describing improved fits when segmenting the data. Searching one
