High Dimensional Change Point Estimation via Sparse Projection (Q4603814)

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scientific article; zbMATH DE number 6840457
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High Dimensional Change Point Estimation via Sparse Projection
scientific article; zbMATH DE number 6840457

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    High Dimensional Change Point Estimation via Sparse Projection (English)
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    19 February 2018
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    change point estimation
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    convex optimization
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    dimension reduction
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    piecewise stationary
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    segmentation
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    sparsity
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