Fast detection of multiple change-points shared by many signals using group LARS
Jean-Philippe Vert ⋅ Kevin Bleakley
2010 Poster
Abstract
We present a fast algorithm for the detection of multiple change-points when each is frequently shared by members of a set of co-occurring one-dimensional signals. We give conditions on consistency of the method when the number of signals increases, and provide empirical evidence to support the consistency results.
Chat is not available.
Successful Page Load