High-dimensional changepoint estimation with heterogeneous missingness

DOI10.1111/RSSB.12540MaRDI QIDQ6600851zbMATH OpenFDO

Authors Bertille Follain, Tengyao Wang, Richard Samworth

Publication date 10 September 2024

Published in Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1111/RSSB.12540

zbMATH Keywords

changepoint estimationhigh-dimensional datamissing datasegmentationsparsity

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(13)

• Inference in High-Dimensional Online Changepoint Detection
• Nonparametric classification with missing data
• Bayesian multiple changepoint detection with missing data and its application to the magnitude-frequency distributions
• Sharp phase transitions in high-dimensional changepoint detection
• High-dimensional change point detection with missing values
• Tests of missing completely at random based on sample covariance matrices
• Fair conformal prediction for incomplete covariate data
• Distance-based CUSUM statistics for high dimensional change points
• Identification of distributional heterogeneity under maximum adjacent separation subspace
• A Distribution-Free Method for Change Point Detection in Non-Sparse High Dimensional Data
• Online network change point detection with missing values and temporal dependence
• Detecting sparse change in regression coefficients in the presence of dense nuisance parameters
• Estimation beyond missing (completely) at random

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