Inference in High-Dimensional Online Changepoint Detection

DOI10.1080/01621459.2023.2199962MaRDI QIDQ6567941zbMATH OpenFDO

Authors Yudong Chen, Tengyao Wang, Richard Samworth

Publication date 5 July 2024

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1080/01621459.2023.2199962

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Inference on the change point under a high dimensional sparse mean shift
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• Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
• On asymptotically optimal confidence regions and tests for high-dimensional models
• Optimal detection of multi-sample aligned sparse signals
• Optimal Nonparametric Multivariate Change Point Detection and Localization
• Uniform change point tests in high dimension

Cited in

(4)

• Online change-point detection for matrix-valued time series with latent two-way factor structure
• Sharp phase transitions in high-dimensional changepoint detection
• Identification of distributional heterogeneity under maximum adjacent separation subspace
• Online jump and kink detection in segmented linear regression: statistical optimality meets computational efficiency

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