. Author manuscript; available in PMC: 2013 Sep 23.

Published in final edited form as: Ann Appl Stat. 2012 Sep;6(3):1306–1326. doi: 10.1214/12-AOAS539SUPP

Table 1.

The estimated model sizes $\hat{J}$ and Sure Coverage Probabilities (SCP) of SaRa by the thresholding rule under different settings (n, L) and noise levels σ. Column 3 lists the distribution and mean value of the estimated number of change-points. Columns 4 and 5 list SCPs of two change-points as well as mean distance between estimated change-point locations and true locations. The results are based on 1000 replications

Number of change-points

Change-point 1 SCP (Mean)

Change-point 2 SCP (Mean)

(n,L)

\hat{J} = 2

Mean

(400, 12)

0.5

63.5%

11.7%

24.8%

2.175

91.3% (0.756)

91.3% (0.716)

0.25

98.2%

1.8%

0.0%

1.980

98.9% (0.129)

99.1% (0.119)

(3000, 16)

0.5

60.3%

8.3%

31.4%

2.306

92.8% (0.814)

93.4% (0.776)

0.25

98.1%

1.9%

0.0%

1.980

99.3% (0.118)

98.7% (0.129)

(20,000, 20)

0.5

60.2%

6.3%

33.5%

2.343

94.3% (0.862)

94.8% (0.841)

0.25

99.3%

0.7%

0.0%

1.993

99.5% (0.139)

99.8% (0.108)

(160,000, 24)

0.5

49.5%

5.0%

45.5%

2.599

95.8% (0.877)

95.0% (1.013)

0.25

99.5%

0.5%

0.0%

1.995

99.8% (0.096)

99.7% (0.148)