High Dimensional Change Point Estimation via Sparse Projection (Q4603814): Difference between revisions

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+A Direct Formulation for Sparse PCA Using Semidefinite Programming
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+Evaluating stationarity via change-point alternatives with applications to fMRI data
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+Break detection in the covariance structure of multivariate time series models
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+Common breaks in means and variances for panel data
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+Simultaneous analysis of Lasso and Dantzig selector
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+Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
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+Detecting changes in cross-sectional dependence in multivariate time series
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+Testing and Locating Variance Changepoints with Application to Stock Prices
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+Change-point detection in panel data via double CUSUM statistic
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+Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
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+Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density
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+A limit theorem for the maximum of normalized sums of independent random variables
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+The Rotation of Eigenvectors by a Perturbation. III
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+Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
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+Multiscale Change Point Inference
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+Wild binary segmentation for multiple change-point detection
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+A dual algorithm for the solution of nonlinear variational problems via finite element approximation
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+The Influence Curve and Its Role in Robust Estimation
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+Change‐point detection in panel data
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+Testing for changes in multivariate dependent observations with an application to temperature changes
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+Extensions of some classical methods in change point analysis
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+Uniform change point tests in high dimension
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+On Consistency and Sparsity for Principal Components Analysis in High Dimensions
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+Optimal Detection of Changepoints With a Linear Computational Cost
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+The Computational Complexity of the Restricted Isometry Property, the Nullspace Property, and Related Concepts in Compressed Sensing
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+Detection of Changes in Multivariate Time Series With Application to EEG Data
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+Detection of multiple change-points in multivariate time series
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+Circular binary segmentation for the analysis of array-based DNA copy number data
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+SLEX Analysis of Multivariate Nonstationary Time Series
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+A test for a change in a parameter occurring at an unknown point
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+Detection of Multiple Structural Breaks in Multivariate Time Series
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+High-dimensional change-point estimation: combining filtering with convex optimization
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+Early warning CUSUM plans for surveillance of negative binomial daily disease counts
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+Statistical and computational trade-offs in estimation of sparse principal components
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+A useful variant of the Davis–Kahan theorem for statisticians
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+Detecting simultaneous changepoints in multiple sequences
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