Supplementary material for Segmentation of the mean of heteroscedastic data via cross-validation

Abstract

In a previous version of this work [6, Chapter 7], Ĉ was defined as suggested in [7, 8], that is, Ĉ = 2K̂max.jump with the notation below. This yielded poor performances, which seemed related to the definition of Ĉ. Therefore, alternative definitions for Ĉ have been investigated, leading to the choice Ĉ = 2K̂thresh. throughout the paper, where K̂thresh. is… (More)

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