National Changhua University of Education Institutional Repository : Item 987654321/14069
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题名: On an Efficient Algorithm for Boundary Detection
作者: Cheng, Tsung-Lin;Lu, Xue-Wen
贡献者: 數學系
关键词: Change-curve detection;Random fields;Boundary estimation
日期: 2007-12
上传时间: 2012-09-10T06:01:43Z
出版者: 中國統計學社
摘要: We propose a novel and efficient algorithm to detect the change-curve which separates a random field into two parts with distinct distributions. This algorithm, compared with the cumulative-sums (CUSUM) estimations in the one-dimensional case (cf. Cheng 2006), not only simplifies the proofs of the consistency of the estimators of the change-point but also dramatically reduces the computation time without sacrificing too much precision. We extend this method to the random fields under mild conditions. To illustrate the algorithm, we perform some Monte Carlo simulations for different models with different changes.
關聯: Journal of the Chinese Statistical Association, 45(4): 372-385
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