A Distribution-Free Method for Change Point Detection in Non-Sparse High Dimensional Data
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 4211161 (Why is no real title available?)
- A Unified Data-Adaptive Framework for High Dimensional Change Point Detection
- A nonparametric approach for multiple change point analysis of multivariate data
- Asymptotic distribution-free change-point detection based on interpoint distances for high-dimensional data
- Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data
- BayesProject: fast computation of a projection direction for multivariate changepoint detection
- Consistent change-point detection with kernels
- Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors
- Geometric Representation of High Dimension, Low Sample Size Data
- Graph-based change-point detection
- High dimensional change point estimation via sparse projection
- High dimensional change point inference: recent developments and extensions
- High-dimensional change-point detection under sparse alternatives
- High-dimensional changepoint detection via a geometrically inspired mapping
- High-dimensional changepoint estimation with heterogeneous missingness
- Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models
- PCA consistency in high dimension, low sample size context
- Simultaneous multiple change-point and factor analysis for high-dimensional time series
- The Lasso for high dimensional regression with a possible change point
- Wild binary segmentation for multiple change-point detection
This page was built for publication: A Distribution-Free Method for Change Point Detection in Non-Sparse High Dimensional Data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6968220)
