Retrospective Mutiple Change-Point Estimation with Kernels


This contribution proposes an extension of the classic dynamic programming algorithm for detecting jumps in noisily observed piecewise-constant signals. The proposed algorithm operates (virtually) in a reproducing kernel Hilbert space through the use of an arbitrary kernel mapping. The resulting approach provides a computationally efficient an versatile… (More)


3 Figures and Tables


Citations per Year

Citation Velocity: 7

Averaging 7 citations per year over the last 3 years.

Learn more about how we calculate this metric in our FAQ.

Slides referencing similar topics