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HAL Id: inria-00071847 https://hal.inria.fr/inria-00071847 Submitted on 23 May 2006 HAL is a multi-disciplinary open access archive for the deposit and dissemination of sci- entific research documents, whether they are pub- lished or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers. L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignement et de recherche français ou étrangers, des laboratoires publics ou privés. Detecting Multiple Change-Points in the Mean of Gaussian Process by Model Selection Emilie Lebarbier To cite this version: Emilie Lebarbier. Detecting Multiple Change-Points in the Mean of Gaussian Process by Model Selection. RR-4740, INRIA. 2003. inria-00071847
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Page 1: Detecting Multiple Change-Points in the Mean of Gaussian ...

HAL Id: inria-00071847https://hal.inria.fr/inria-00071847

Submitted on 23 May 2006

HAL is a multi-disciplinary open accessarchive for the deposit and dissemination of sci-entific research documents, whether they are pub-lished or not. The documents may come fromteaching and research institutions in France orabroad, or from public or private research centers.

L’archive ouverte pluridisciplinaire HAL, estdestinée au dépôt et à la diffusion de documentsscientifiques de niveau recherche, publiés ou non,émanant des établissements d’enseignement et derecherche français ou étrangers, des laboratoirespublics ou privés.

Detecting Multiple Change-Points in the Mean ofGaussian Process by Model Selection

Emilie Lebarbier

To cite this version:Emilie Lebarbier. Detecting Multiple Change-Points in the Mean of Gaussian Process by ModelSelection. RR-4740, INRIA. 2003. �inria-00071847�

Page 2: Detecting Multiple Change-Points in the Mean of Gaussian ...

ISS

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INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET EN AUTOMATIQUE

Detecting Multiple Change-Points in the Mean ofGaussian Process by Model Selection

Emilie Lebarbier

N° 4740

Février 2003

Page 3: Detecting Multiple Change-Points in the Mean of Gaussian ...
Page 4: Detecting Multiple Change-Points in the Mean of Gaussian ...

Unité de recherche INRIA Rhône-Alpes655, avenue de l’Europe, 38330 Montbonnot-St-Martin (France)

Téléphone : +33 4 76 61 52 00 — Télécopie +33 4 76 61 52 52

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Page 28: Detecting Multiple Change-Points in the Mean of Gaussian ...

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ÉditeurINRIA - Domaine de Voluceau - Rocquencourt, BP 105 - 78153 Le Chesnay Cedex (France)��������� ���� ���������� ��� ���

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