Adaptive Change Point Monitoring for High-Dimensional Data
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Recommendations
- Sequential change point detection in high dimensional time series
- Adaptive Inference for Change Points in High-Dimensional Data
- Inference for change points in high-dimensional data via selfnormalization
- Asymptotic distribution-free change-point detection based on interpoint distances for high-dimensional data
Cites work
- scientific article; zbMATH DE number 3502628 (Why is no real title available?)
- scientific article; zbMATH DE number 795279 (Why is no real title available?)
- A likelihood ratio approach to sequential change point detection for a general class of parameters
- A new approach for open‐end sequential change point monitoring
- A nonparametric approach for multiple change point analysis of multivariate data
- A self-normalized approach to confidence interval construction in time series
- A two-sample test for high-dimensional data with applications to gene-set testing
- Asymptotic spectral theory for nonlinear time series
- Asymptotically independent U-statistics in high-dimensional testing
- CONTINUOUS INSPECTION SCHEMES
- Change-point detection in panel data
- Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series
- Detection and localization of change-points in high-dimensional network traffic data
- Detection of changes in multivariate time series with application to EEG data
- Efficient scalable schemes for monitoring a large number of data streams
- Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors
- High dimensional change point estimation via sparse projection
- High-dimensional change-point detection under sparse alternatives
- Large-Scale Multi-Stream Quickest Change Detection via Shrinkage Post-Change Estimation
- Limit theorems for iterated random functions
- Monitoring Structural Change
- Monitoring changes in linear models
- Monitoring correlation change in a sequence of random variables
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
- Nonlinear system theory: Another look at dependence
- Page's sequential procedure for change-point detection in time series regression
- Procedures for Reacting to a Change in Distribution
- Scalable sum-shrinkage schemes for distributed monitoring large-scale data streams
- Self-Normalization for Time Series: A Review of Recent Developments
- Sequential Tests of Statistical Hypotheses
- Sequential analysis: Some classical problems and new challenges. (With comments and rejoinder).
- Sequential multi-sensor change-point detection
- Sequentiel testing for the stability of high-frequency portfolio betas
- State-of-the-art in sequential change-point detection
- Structural breaks in time series
- Testing for change points in time series
- Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion
- Uniform change point tests in high dimension
Cited in
(6)- A distribution-free change-point monitoring scheme in high-dimensional settings with application to industrial image surveillance
- Monitoring time series with short detection delay
- Monitoring panels of sparse functional data
- Scalable change-point and anomaly detection in cross-correlated data with an application to condition monitoring
- Monitoring of functional time series
- Online Change-Point Detection for Functional Data
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