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作者:Benton, Joe; Shi, Yuyang; De Bortoli, Valentin; Deligiannidis, George; Doucet, Arnaud
作者单位:University of Oxford; Universite PSL; Ecole Normale Superieure (ENS)
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作者:Jungbluth, Ayla; Lederer, Johannes
作者单位:Ruhr University Bochum
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作者:Li, Jie; Fearnhead, Paul; Fryzlewicz, Piotr; Wang, Tengyao
作者单位:University of London; London School Economics & Political Science; Lancaster University
摘要:Detecting change points in data is challenging because of the range of possible types of change and types of behaviour of data when there is no change. Statistically efficient methods for detecting a change will depend on both of these features, and it can be difficult for a practitioner to develop an appropriate detection method for their application of interest. We show how to automatically generate new offline detection methods based on training a neural network. Our approach is motivated b...
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作者:Gilliot, Pierre-Aurelien; Andrieu, Christophe; Lee, Anthony; Liu, Song; Whitehouse, Michael
作者单位:University of Bristol
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作者:Hong, Yongmiao; Linton, Oliver; Sun, Jiajing; Zhu, Meiting
作者单位:Chinese Academy of Sciences; Chinese Academy of Sciences; University of Chinese Academy of Sciences, CAS; Chinese Academy of Sciences; University of Chinese Academy of Sciences, CAS; University of Cambridge; University of Birmingham; Xiamen University
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作者:Li, Jie; Fearnhead, Paul; Fryzlewicz, Piotr; Wang, Tengyao
作者单位:University of London; London School Economics & Political Science; Lancaster University
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作者:Liu, Yaowu; Liu, Zhonghua; Lin, Xihong
作者单位:Southwestern University of Finance & Economics - China; Columbia University; Harvard University; Harvard University; Harvard University; Harvard T.H. Chan School of Public Health
摘要:Testing a global null is a canonical problem in statistics and has a wide range of applications. In view of the fact that no uniformly most powerful test exists, prior and/or domain knowledge are commonly used to focus on a certain class of alternatives to improve the testing power. However, it is generally challenging to develop tests that are particularly powerful against a certain class of alternatives. In this paper, motivated by the success of ensemble learning methods for prediction or c...
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作者:Chen, Yudong; Chen, Yining
作者单位:University of London; London School Economics & Political Science
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作者:Jackson, James
作者单位:Alan Turing Institute
摘要:Detecting change points in data is challenging because of the range of possible types of change and types of behaviour of data when there is no change. Statistically efficient methods for detecting a change will depend on both of these features, and it can be difficult for a practitioner to develop an appropriate detection method for their application of interest. We show how to automatically generate new offline detection methods based on training a neural network. Our approach is motivated b...
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作者:Anastasiou, Andreas; Cribben, Ivor
作者单位:University of Cyprus; University of Alberta