# Detecting abrupt changes in random fields

ESAIM: Probability and Statistics (2010)

- Volume: 6, page 189-209
- ISSN: 1292-8100

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topChambaz, Antoine. "Detecting abrupt changes in random fields." ESAIM: Probability and Statistics 6 (2010): 189-209. <http://eudml.org/doc/104287>.

@article{Chambaz2010,

abstract = {
This paper is devoted to the study of some asymptotic properties of a
M-estimator in a framework of detection of abrupt changes in
random field's distribution. This class of problems includes e.g.
recovery of sets. It involves various
techniques, including M-estimation method, concentration
inequalities, maximal inequalities for dependent random variables and
ϕ-mixing. Penalization of the criterion function when the size of the
true model is
unknown is performed. All the results apply under mild, discussed
assumptions. Simple examples are provided.
},

author = {Chambaz, Antoine},

journal = {ESAIM: Probability and Statistics},

keywords = {Detection of change-points; M-estimation; penalized
M-estimation; concentration inequalities; maximal
inequalities; mixing.},

language = {eng},

month = {3},

pages = {189-209},

publisher = {EDP Sciences},

title = {Detecting abrupt changes in random fields},

url = {http://eudml.org/doc/104287},

volume = {6},

year = {2010},

}

TY - JOUR

AU - Chambaz, Antoine

TI - Detecting abrupt changes in random fields

JO - ESAIM: Probability and Statistics

DA - 2010/3//

PB - EDP Sciences

VL - 6

SP - 189

EP - 209

AB -
This paper is devoted to the study of some asymptotic properties of a
M-estimator in a framework of detection of abrupt changes in
random field's distribution. This class of problems includes e.g.
recovery of sets. It involves various
techniques, including M-estimation method, concentration
inequalities, maximal inequalities for dependent random variables and
ϕ-mixing. Penalization of the criterion function when the size of the
true model is
unknown is performed. All the results apply under mild, discussed
assumptions. Simple examples are provided.

LA - eng

KW - Detection of change-points; M-estimation; penalized
M-estimation; concentration inequalities; maximal
inequalities; mixing.

UR - http://eudml.org/doc/104287

ER -

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