Search Results for author: Piotr Fryzlewicz

Found 4 papers, 4 papers with code

Doubly Inhomogeneous Reinforcement Learning

1 code implementation8 Nov 2022 Liyuan Hu, Mengbing Li, Chengchun Shi, Zhenke Wu, Piotr Fryzlewicz

Moreover, by borrowing information over time and population, it allows us to detect weaker signals and has better convergence properties when compared to applying the clustering algorithm per time or the change point detection algorithm per subject.

Change Point Detection Clustering +3

Automatic Change-Point Detection in Time Series via Deep Learning

1 code implementation7 Nov 2022 Jie Li, Paul Fearnhead, Piotr Fryzlewicz, Tengyao Wang

We show how to automatically generate new offline detection methods based on training a neural network.

Change Point Detection Time Series +1

Testing Stationarity and Change Point Detection in Reinforcement Learning

1 code implementation3 Mar 2022 Mengbing Li, Chengchun Shi, Zhenke Wu, Piotr Fryzlewicz

Based on the proposed test, we further develop a sequential change point detection method that can be naturally coupled with existing state-of-the-art RL methods for policy optimization in nonstationary environments.

Change Point Detection reinforcement-learning +1

Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm

2 code implementations27 Nov 2020 Haeran Cho, Piotr Fryzlewicz

We propose a methodology for detecting multiple change points in the mean of an otherwise stationary, autocorrelated, linear time series.

Change Point Detection Model Selection +1 Methodology

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