Consistent and powerful graph-based change-point test for high-dimensional data

DOI10.1073/PNAS.1702654114MaRDI QIDQ4646119zbMATH OpenOpenAlexWikidataFDO

Authors Yuehua Wu, Xiaoping Shi, C. R. Rao

Publication date 11 January 2019

Published in Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1073/pnas.1702654114

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(16)

• High-dimensional changepoint detection via a geometrically inspired mapping
• High dimensional change point inference: recent developments and extensions
• The CUSUM statistic of change point under NA sequences
• Spatial rank-based high-dimensional change point detection via random integration
• On change-point estimation under Sobolev sparsity
• Graph-based change-point detection
• Detecting changes in the second moment structure of high-dimensional sensor-type data in a K-sample setting
• Consistent and powerful non-Euclidean graph-based change-point test with applications to segmenting random interfered video data
• Sequential change-point detection in high-dimensional Gaussian graphical models
• The asymptotic distribution of CUSUM estimator based on α-mixing sequences
• Asymptotic distribution-free change-point detection based on interpoint distances for high-dimensional data
• Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences
• Some clustering-based change-point detection methods applicable to high dimension, low sample size data
• Bootstrapped Edge Count Tests for Nonparametric Two-Sample Inference Under Heterogeneity
• The consistency for CUSUM estimator of mean change-point model based on association
• A computationally efficient, high-dimensional multiple changepoint procedure with application to global terrorism incidence

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