Seeded binary segmentation: a general methodology for fast and optimal changepoint detection
种子二元分割:快速且最优的变点检测通用方法
Summary We propose seeded binary segmentation for large-scale changepoint detection problems. We construct a deterministic set of background intervals, called seeded intervals, in which single changepoint candidates are searched for. The final selection of changepoints based on these candidates can be done in various ways, adapted to the problem at hand. The method is thus easy to adapt to many changepoint problems, ranging from univariate to high dimensional. Compared to…