Seeded intervals and noise level estimation in change point detection: A discussion of Fryzlewicz (2020)

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