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Non-stationarity of the event rate is a persistent problem in modeling time series of events, such as neuronal spike trains. Motivated by a variety of patterns in neurophysiological spike train record...
We consider the testing and estimation of change-points -- locations where the distribution abruptly changes -- in a data sequence. A new approach, based on scan statistics utilizing graphs representi...
We develop a mixture procedure for monitoring parallel streams of data for a change-point that affects only a subset of them, without assuming a spatial structure relating the data streams to one anot...
Detecting and locating changes in highly multivariate data is a major concern in several current statistical applications. In this context, the first contribution of the paper is a novel non-parametri...
Given the output of a data source taking values in a finite alphabet, we wish to detect change-points, that is times when the statistical properties of the source change.
We present the group fused Lasso for detection of multiple change-points shared by a set of co-occurring one-dimensional signals.

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