Non-Parametric Change-Point Estimation using String Matching Algorithms
Given the output of a data source taking values in a finite alphabet, we wish to estimate change-points, that is times when the statistical properties of the source change. Motivated by ideas of match lengths in information theory, we introduce a novel non-parametric estimator which we call CRECHE (...
| Main Authors: | , , , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Springer US
2014
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