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Found 2 papers, 1 papers with code
Valid and Exact Statistical Inference for Multi-dimensional Multiple Change-Points by Selective Inference
In this paper, we study statistical inference of change-points (CPs) in multi-dimensional sequence.
Computing Valid p-value for Optimal Changepoint by Selective Inference using Dynamic Programming
In this paper, we introduce a novel method to perform statistical inference on the significance of the CPs, estimated by a Dynamic Programming (DP)-based optimal CP detection algorithm.
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