Consistent multiple changepoint estimation with fused Gaussian graphical models
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Publication:2042434
DOI10.1007/s10463-020-00749-0zbMath1469.62338arXiv1712.05786OpenAlexW3012131212MaRDI QIDQ2042434
Publication date: 20 July 2021
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.05786
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Probabilistic graphical models (62H22)
Related Items (3)
Change-Point Detection for Graphical Models in the Presence of Missing Values ⋮ Univariate mean change point detection: penalization, CUSUM and optimality ⋮ A Unified Framework for Change Point Detection in High-Dimensional Linear Models
Uses Software
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