论文标题
对最小率检测点和本地化的最小值率的综述
A review on minimax rates in change point detection and localisation
论文作者
论文摘要
本文回顾了基本限制和最佳算法的最新发展，用于变更点分析。在参数和非参数模型中，我们专注于最小值检测和本地化的最佳最佳速率。我们从单变量平均变化点分析问题开始，并回顾文献中最新的结果。然后，我们继续进行更复杂的数据类型，并研究导致最小值 - 最佳结果的最佳程序背后的一般原则。
This paper reviews recent developments in fundamental limits and optimal algorithms for change point analysis. We focus on minimax optimal rates in change point detection and localisation, in both parametric and nonparametric models. We start with the univariate mean change point analysis problem and review the state-of-the-art results in the literature. We then move on to more complex data types and investigate general principles behind the optimal procedures that lead to minimax rate-optimal results.
