论文标题

种子间隔和变化点检测中的噪声水平估计:Fryzlewicz的讨论(2020)

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

论文作者

Kovács, Solt, Li, Housen, Bühlmann, Peter

论文摘要

在此讨论中,我们比较了种子间隔的选择以及从实际,统计和计算的角度进行变化点分割的随机间隔的选择。此外,我们研究了噪声水平的新型估计器,该估计值改善了许多现有的模型选择程序(包括最陡峭的下降到低水平),尤其是对于具有低信噪比比率低的频繁变化点方案而言。

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.

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