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

DOI10.1111/RSSB.12375MaRDI QIDQ5087162zbMATH OpenOpenAlexFDO

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 detectiondata-adaptive testshigh dimensionsminimax optimalitymultiplier bootstrap and Gaussian approximation

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(25)

• High dimensional change point inference: recent developments and extensions
• Robust inference for change points in high dimension
• A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models
• Forman-Ricci flow for change detection in large dynamic data sets
• 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
• Hierarchical Spatio-Temporal Change-Point Detection
• Non parametric breakpoint detection for weakly dependent spatiotemporal series
• Change-point detection in Vector-Tensor linear model
• Model-free change-point detection using AUC of a classifier
• Robust selection of the number of change-points via FDR control
• Identification of distributional heterogeneity under maximum adjacent separation subspace
• Change point estimation for high-dimensional time series with network structure
• High-dimensional data analysis: change point detection via bootstrap MOSUM
• A Distribution-Free Method for Change Point Detection in Non-Sparse High Dimensional Data
• Robust change point detection for high-dimensional linear models with tolerance for outliers and heavy tails
• Change point detection in high-dimensional data with U-statistics
• Multiple change point detection for high-dimensional data
• Change-point detection for multivariate nonparametric regression with deep neural networks
• Adaptive block-based change-point detection for sparse spatially clustered data with applications in remote sensing imaging
• Change point detection for high-dimensional linear models: a general tail-adaptive approach
• ART: distribution-free and model-agnostic changepoint detection with finite-sample guarantees
• Enhanced adaptive two-sample tests for high-dimensional data
• Integral probability metric-guided CUSUM-Net for nonparametric changepoint detection

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Uses Software

• R

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