High dimensional change point inference: recent developments and extensions
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Recommendations
- Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences
- Extensions of some classical methods in change point analysis
- Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices
- Consistent and powerful graph-based change-point test for high-dimensional data
- High-dimensional changepoint detection via a geometrically inspired mapping
Cites work
- scientific article; zbMATH DE number 3766903 (Why is no real title available?)
- scientific article; zbMATH DE number 3522963 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- A MOSUM procedure for the estimation of multiple random change points
- A Unified Data-Adaptive Framework for High Dimensional Change Point Detection
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A kernel multiple change-point algorithm via model selection
- A nonparametric approach for multiple change point analysis of multivariate data
- A test for a change in a parameter occurring at an unknown point
- A two-sample test for high-dimensional data with applications to gene-set testing
- Adaptive thresholding for sparse covariance matrix estimation
- Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data
- Asymptotic distributions of maximum likelihood tests for change in the mean
- Banding sample autocovariance matrices of stationary processes
- Break detection in the covariance structure of multivariate time series models
- CONTINUOUS INSPECTION SCHEMES
- CONTROL CHARTS WITH WARNING LINES
- Change point analysis based on empirical characteristic functions
- Change-point analysis in increasing dimension
- Change-point detection in high-dimensional covariance structure
- Change-point detection in panel data
- Change-point detection in panel data via double CUSUM statistic
- Detecting simultaneous change points in multiple sequences
- Detection and localization of change-points in high-dimensional network traffic data
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- Extensions of some classical methods in change point analysis
- Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors
- Graph-based change-point detection
- High dimensional change point estimation via sparse projection
- High dimensional efficiency with applications to change point tests
- High-dimensional change-point detection under sparse alternatives
- High-dimensional graphs and variable selection with the Lasso
- Inference about the change-point in a sequence of random variables
- K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
- Large-sample approximations and change testing for high-dimensional covariance matrices of multivariate linear time series and factor models
- MOSUM tests for parameter constancy
- Maximally Selected Chi Square Statistics
- Minimax rates in sparse, high-dimensional change point detection
- Model selection and estimation in the Gaussian graphical model
- Multiple change-point detection: a selective overview
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
- Multivariate analysis of variance and change points estimation for high-dimensional longitudinal data
- Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
- Nonparametric tests for the changepoint problem
- Optimal covariance change point localization in high dimensions
- Optimal stopping times for detecting changes in distributions
- Parametric statistical change point analysis. With applications to genetics, medicine, and finance
- Tail-greedy bottom-up data decompositions and fast multiple change-point detection
- Testing a Sequence of Observations for a Shift in Location
- Testing and estimating change-points in the covariance matrix of a high-dimensional time series
- Testing for change points in time series
- The Lasso for high dimensional regression with a possible change point
- The multiple filter test for change point detection in time series
- Uniform change point tests in high dimension
- Unsupervised self-normalized change-point testing for time series
- Wild binary segmentation for multiple change-point detection
Cited in
(15)- Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices
- Asymptotic distribution-free change-point detection based on interpoint distances for high-dimensional data
- Change-point detection in high-dimensional covariance structure
- Inference for change points in high-dimensional data via selfnormalization
- Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences
- Extensions of some classical methods in change point analysis
- Robust inference for change points in high dimension
- Testing and estimating change-points in the covariance matrix of a high-dimensional time series
- Consistent and powerful graph-based change-point test for high-dimensional data
- Change-point analysis in increasing dimension
- Minimax rates in sparse, high-dimensional change point detection
- High-dimensional changepoint detection via a geometrically inspired mapping
- Change point inference in ergodic diffusion processes based on high frequency data
- Spatial rank-based high-dimensional change point detection via random integration
- Bayesian high-dimensional regression for change point analysis
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