A Unified Data-Adaptive Framework for High Dimensional Change Point Detection

DOI10.1111/RSSB.12375OpenAlexW3034606471MaRDI QIDQ5087162FDOQ5087162

Authors: Bin Liu, Cheng Zhou, Yufeng Liu, Xinsheng Zhang 

Publication date: 8 July 2022

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

Full work available at URL: https://doi.org/10.1111/rssb.12375

zbMATH Keywords

\(U\)-statisticschange point detectionhigh dimensionsminimax optimalitydata-adaptive testsmultiplier bootstrap and Gaussian approximation

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (8)

• A Unified Framework for Change Point Detection in High-Dimensional Linear Models
• A weighted U-statistic based change point test for multivariate time series
• Change-point testing for parallel data sets with FDR control
• A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models
• Hierarchical Spatio-Temporal Change-Point Detection
• Robust inference for change points in high dimension
• Forman-Ricci flow for change detection in large dynamic data sets
• High dimensional change point inference: recent developments and extensions

Uses Software

• R

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