Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A computationally efficient nonparametric approach for changepoint
  detection   In this paper we build on an approach proposed by Zou et al. (2014) for
nonpara- metric changepoint detection. This approach defines the best
segmentation for a data set as the one which minimises a penalised cost
function, with the cost function defined in term of minus a non-parametric
log-likelihood for data within each segment. Min- imising this cost function is
possible using dynamic programming, but their algorithm had a computational
cost that is cubic in the length of the data set. To speed up computation, Zou
et al. (2014) resorted to a screening procedure which means that the estimated
segmentation is no longer guaranteed to be the global minimum of the cost
function. We show that the screening procedure adversely affects the accuracy
of the changepoint detection method, and show how a faster dynamic programming
algorithm, Pruned Exact Linear Time, PELT (Killick et al., 2012), can be used
to find the optimal segmentation with a computational cost that can be close to
linear in the amount of data. PELT requires a penalty to avoid
under/over-fitting the model which can have a detrimental effect on the quality
of the detected changepoints. To overcome this issue we use a relatively new
method, Changepoints Over a Range of PenaltieS (CROPS) (Haynes et al., 2015),
which finds all of the optimal segmentations for multiple penalty values over a
continuous range. We apply our method to detect changes in heart rate during
physical activity.

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The categories of this paper are: astro-ph
0
The categories of this paper are: hep-ph
2
The categories of this paper are: math
37
The categories of this paper are: supr-con
35
The categories of this paper are: mtrl-th
3
The categories of this paper are: physics
10
The categories of this paper are: q-bio
26
The categories of this paper are: bayes-an
29
The categories of this paper are: funct-an
31
The categories of this paper are: ao-sci
11
The categories of this paper are: hep-lat
17
The categories of this paper are: q-fin
22
The categories of this paper are: chao-dyn
18
The categories of this paper are: econ
27
The categories of this paper are: comp-gas
14
The categories of this paper are: math-ph