Title: Non-parametric multiple change-point detection Show Chinese title

Title: 非参数多变点检测

Abstract: We introduce a methodology, labelled Non-Parametric Isolate-Detect (NPID), for the consistent estimation of the number and locations of multiple change-points in a non-parametric setting. The method can handle general distributional changes and is based on an isolation technique preventing the consideration of intervals that contain more than one change-point, which enhances the estimation accuracy. As stopping rules, we propose both thresholding and the optimization of an information criterion. In the scenarios tested, which cover a broad range of change types, NPID outperforms the state of the art. An R implementation is provided. Show Chinese abstract

Abstract: 我们介绍了一种方法，称为非参数隔离检测（NPID），用于在非参数设置中一致地估计多个变点的数量和位置。该方法可以处理一般分布变化，并基于一种隔离技术，防止考虑包含多于一个变点的区间，从而提高估计准确性。作为停止规则，我们提出了阈值化和信息准则优化。在测试的各种场景中，涵盖了广泛的变点类型，NPID的表现优于现有技术。提供了R语言实现。