PICS: 更改点数的顺序-预置测试-反置信任集
OPTICS: Order-Preserved Test-Inverse Confidence Set for Number of Change-Points
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Determining the number of change-points is a first-step and fundamental task in change-point detection problems, as it lays the groundwork for subsequent change-point position estimation. While the existing literature offers various methods for consistently estimating the number of change-points, these methods typically yield a single point estimate without any assurance that it recovers the true number of changes in a specific dataset. Moreover, achieving consistency often hinges on very string
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