About: Impact of Smoothing Parameter on Change Point Detection by Sparse Parameter Estimation

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rdfs:seeAlso	http://vavtest.unob.cz/registr
Description	The contribution is focused on change point detection in a one-dimensional stochastic process using sparse parameter estimation from an overparametrized model. A stochastic process with change in the mean is estimated using dictionary consisting of Heaviside functions. Among all possible representations of the process we want to find a sparse one utilizing a significantly reduced number of atoms. The basis pursuit algorithm is used to get sparse parameter estimates. The basis pursuit approach proposes an alternative technique of the change point detection. In this contribution the authors calculate empirical probability of successful change point detection as a function depending on the smoothing parameter and the level of standard deviation of an additive white noise of the stochastic process. The empirical probability was computed by simulations where locations of change points were chosen randomly from uniform distribution. The contribution is focused on change point detection in a one-dimensional stochastic process using sparse parameter estimation from an overparametrized model. A stochastic process with change in the mean is estimated using dictionary consisting of Heaviside functions. Among all possible representations of the process we want to find a sparse one utilizing a significantly reduced number of atoms. The basis pursuit algorithm is used to get sparse parameter estimates. The basis pursuit approach proposes an alternative technique of the change point detection. In this contribution the authors calculate empirical probability of successful change point detection as a function depending on the smoothing parameter and the level of standard deviation of an additive white noise of the stochastic process. The empirical probability was computed by simulations where locations of change points were chosen randomly from uniform distribution. (en)
Title	Impact of Smoothing Parameter on Change Point Detection by Sparse Parameter Estimation Impact of Smoothing Parameter on Change Point Detection by Sparse Parameter Estimation (en)
skos:prefLabel	Impact of Smoothing Parameter on Change Point Detection by Sparse Parameter Estimation Impact of Smoothing Parameter on Change Point Detection by Sparse Parameter Estimation (en)
skos:notation	RIV/60162694:G42__/11:00448954!RIV12-MO0-G42_____
http://linked.open...avai/riv/aktivita	I
http://linked.open...avai/riv/aktivity	I
http://linked.open...vai/riv/dodaniDat	2012
http://linked.open...aciTvurceVysledku	Neubauer, Jiří
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ministerstvo obrany / Univerzita obrany - Fakulta vojenského leadershipu
http://linked.open...dnocenehoVysledku	203715
http://linked.open...ai/riv/idVysledku	RIV/60162694:G42__/11:00448954
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Change point detection; overparametrized model; sparse parameter estimation; smoothing parameter (en)
http://linked.open.../riv/klicoveSlovo	Change point detection overparametrized model sparse parameter estimation smoothing parameter
http://linked.open...ontrolniKodProRIV	[F215522A79CD]
http://linked.open...v/mistoKonaniAkce	Yalta, Ukraine
http://linked.open...i/riv/mistoVydani	Kijev
http://linked.open...i/riv/nazevZdroje	XXVII International Conference Problems Of Decision Making Under Uncertainties (PDMU-2011)
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...UplatneniVysledku	2011
http://linked.open...iv/tvurceVysledku	Neubauer, Jiří Veselý, Vítězslav
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open.../riv/zahajeniAkce	2011-01-01 (xsd:date)
number of pages	2 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Neuveden
https://schema.org/isbn	978-966-188-227-9
http://localhost/t...ganizacniJednotka	G42
is http://linked.open...avai/riv/vysledek of	Impact of Smoothing Parameter on Change Point Detection by Sparse Parameter Estimation

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