Wild binary segmentation
| Thesis title in Czech: | Divoká binární segmentace |
|---|---|
| Thesis title in English: | Wild binary segmentation |
| Key words: | více bodů změny|detekce bodů změny|binární segmentace|randomizované algoritmy|informační kritérium |
| English key words: | multiple change-points|change-point detection|binary segmentation|randomised algorithms|information criterion |
| Academic year of topic announcement: | 2023/2024 |
| Thesis type: | Bachelor's thesis |
| Thesis language: | angličtina |
| Department: | Department of Probability and Mathematical Statistics (32-KPMS) |
| Supervisor: | doc. RNDr. Michal Pešta, Ph.D. |
| Author: | Bc. Jakub Lasota - assigned and confirmed by the Study Dept. |
| Date of registration: | 30.10.2023 |
| Date of assignment: | 30.10.2023 |
| Confirmed by Study dept. on: | 30.10.2023 |
| Date and time of defence: | 26.06.2024 08:30 |
| Date of electronic submission: | 09.05.2024 |
| Date of submission of printed version: | 09.05.2024 |
| Date of proceeded defence: | 26.06.2024 |
| Opponents: | doc. RNDr. Matúš Maciak, Ph.D. |
| Guidelines |
| Práce se bude zabývat technikou nazývanou divoká binární segmentace (wild binary segmentation - WBS), která slouží na konzistentní odhad počtu a umístění vícenásobných změnových bodů v datech. Teoretické přístupy pak budou aplikovány na reálná data nebo porovnány pomocí simulační studie. |
| References |
| [1] Baranowski, R., Chen, Y., and Fryzlewicz, P. (2019). Narrowest-Over-Threshold detection of multiple change-points and change-point-like features. Journal of the Royal Statistical Society Series B, 81, 649-672.
[2] Fryzlewicz, P. (2014). Wild binary segmentation for multiple change-point detection. Annals of Statistics, 42, 2243-2281. [3] Fryzlewicz, P. (2018). Tail-greedy bottom-up data decompositions and fast multiple change-point detection. Annals of Statistics, 46, 3390-3421. |