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”

Yongmiao Hong; Oliver Linton; Jiajing Sun; Meiting Zhu

doi:10.1093/jrsssb/qkad152

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”

Yongmiao Hong, Oliver Linton, Jiajing Sun, Meiting Zhu

Mathematics

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Abstract

This paper proposes a neural network-based approach for automating offline change-point de-
tection. The authors show that 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.

Original language	English
Article number	qkad152
Number of pages	2
Journal	Royal Statistical Society. Journal. Series B: Statistical Methodology
DOIs	https://doi.org/10.1093/jrsssb/qkad152
Publication status	Published - 21 Dec 2023

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Hong2023_Discussion_MeetingAccepted author manuscript, 585 KBLicence: Creative Commons: Attribution-NonCommercial (CC BY-NC)

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title = "Yongmiao Hong, Oliver Linton, Jiajing Sun, and Meiting Zhu{\textquoteright}s contribution to the Discussion of “the Discussion Meeting on Probabilistic and statistical aspects of machine learning”",

abstract = "This paper proposes a neural network-based approach for automating offline change-point de-tection. The authors show that CUSUM and generalized CUSUM are a special case of their neuralnetwork class. They emphasize misclassification error rates and their theoretical contribution is toestablish some elegant results for these under i.i.d. unit variance Gaussian data with a possiblechange in mean. ",

author = "Yongmiao Hong and Oliver Linton and Jiajing Sun and Meiting Zhu",

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language = "English",

journal = "Royal Statistical Society. Journal. Series B: Statistical Methodology ",

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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”. / Hong, Yongmiao; Linton, Oliver; Sun, Jiajing et al.
In: Royal Statistical Society. Journal. Series B: Statistical Methodology , 21.12.2023.

Research output: Contribution to journal › Article › peer-review

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AU - Linton, Oliver

AU - Sun, Jiajing

AU - Zhu, Meiting

PY - 2023/12/21

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AB - This paper proposes a neural network-based approach for automating offline change-point de-tection. The authors show that CUSUM and generalized CUSUM are a special case of their neuralnetwork class. They emphasize misclassification error rates and their theoretical contribution is toestablish some elegant results for these under i.i.d. unit variance Gaussian data with a possiblechange in mean.

U2 - 10.1093/jrsssb/qkad152

DO - 10.1093/jrsssb/qkad152

M3 - Article

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JO - Royal Statistical Society. Journal. Series B: Statistical Methodology

JF - Royal Statistical Society. Journal. Series B: Statistical Methodology

M1 - qkad152

ER -

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”

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