Yongmiao Hong, Oliver Linton, Jiajing Sun, and Meiting Zhu’s contribution to the Discussion of ‘the Discussion Meeting on Probabilistic and statistical aspects of machine learning’
洪永淼、Oliver Linton、孙佳静与朱美婷对机器学习概率与统计讨论会的评论
This paper proposes a neural network-based approach for automating offline change-point detection. The authors show that cumulative sum (CUSUM) and generalized CUSUM are a special case of their neural network class. They emphasize misclassification error rates and their theoretical contribution is to establish some elegant results for these under i.i.d. unit variance Gaussian data with a possible change in mean. Their theoretical results outline the conditions on the…