Munk, Axel

Authors Li H, Guo Q, Munk A Journal Electronic Journal of Statistics Citation Electron. J. Statist. Volume 13, Number 2 (2019), 3254-3296. Abstract Modern multiscale type segmentation methods are known to detect multiple change-points with high statistical accuracy, while allowing for fast computation. Underpinning (minimax) estimation theory has been developed

Authors Tameling C, Sommerfeld M, Munk A Journal Annals of Applied Probability Citation Ann. Appl. Probab. 29 (2019), no. 5, 2744–2781. Abstract We derive distributional limits for empirical transport distances between probability measures supported on countable sets. Our approach is based on sensitivity analysis of optimal values of infinite dimensional