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; Zhu, Meiting
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY Year: 2024 Volume: 86.0
DOI: 10.1093/jrsssb/qkad152
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.
