Authors
Kovács S, Li H, Bühlmann P
Journal
Journal of the Korean Statistical Society
Citation
J. Korean Stat. Soc. (2020).
Abstract
In this discussion, we compare the choice of seeded intervals and that of random intervals for change point segmentation from practical, statistical and computational perspectives. Furthermore, we investigate a novel estimator of the noise level, which improves many existing model selection procedures (including the steepest drop to low levels), particularly for challenging frequent change point scenarios with low signal-to-noise ratios.
DOI
10.1007/s42952-020-00077-2
Pubmed Link