Estimation of high-dimensional change-points under a group sparsity structure

DOI10.1214/23-EJS2116MaRDI QIDQ2689607zbMATH OpenFDO

Authors Hanqing Cai, Tengyao Wang

Publication date 13 March 2023

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2107.08724, https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-17/issue-1/Estimation-of-high-dimensional-change-points-under-a-group-sparsity/10.1214/23-EJS2116.full

zbMATH Keywords

change-point analysisgroup sparsityhigh-dimensional data

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

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• Minimax Theorems
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• On estimation of isotonic piecewise constant signals
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• The Rotation of Eigenvectors by a Perturbation. III
• Uniform change point tests in high dimension
• Wild binary segmentation for multiple change-point detection

Cited in

(2)

• Estimation of high-dimensional change-points under a group sparsity structure
• Adaptive block-based change-point detection for sparse spatially clustered data with applications in remote sensing imaging

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Uses Software

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