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Multiple change-point inference for piecewise constant diffusivity

Sourced from the work of Markus Reiß, Claudia Strauch, Lukas Trottner

§ Problem Statement

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§ Discussion

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§ Significance & Implications

§ Known Partial Results

§ References

[1]

Change Point Estimation for a Stochastic Heat Equation

Markus Reiß, Claudia Strauch, Lukas Trottner (2023)

Annals of Statistics (to appear)

📍 Abstract (first paragraph, “As a basic problem … a jump at an unknown point”), p. 1 — no explicit numbered open problem/conjecture on multiple change points is stated in the paper.

Source paper where this problem appears.

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