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Fast detection of multiple change-points shared by many signals using group LARS
Jean-Philippe Vert · Kevin Bleakley

Mon Dec 06 12:00 AM -- 12:00 AM (PST) @

We present a fast algorithm for the detection of multiple change-points when each is frequently shared by members of a set of co-occurring one-dimensional signals. We give conditions on consistency of the method when the number of signals increases, and provide empirical evidence to support the consistency results.

Author Information

Jean-Philippe Vert (Owkin / PSL University)
Kevin Bleakley (Institut Curie)

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