Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors

DOI10.1111/RSSB.12406MaRDI QIDQ5087399zbMATH OpenOpenAlexFDO

Authors Mengjia Yu, Xiaohui Chen

Publication date 11 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://arxiv.org/abs/1711.08747

zbMATH Keywords

binary segmentationbootstrapchange point analysisCUSUMGaussian approximationhigh-dimensional data

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(31)

• High dimensional change point inference: recent developments and extensions
• Robust inference for change points in high dimension
• Inference for change points in high-dimensional data via selfnormalization
• A robust bootstrap change point test for high-dimensional location parameter
• Testing and estimating change-points in the covariance matrix of a high-dimensional time series
• Adaptive Change Point Monitoring for High-Dimensional Data
• Data-driven estimation of change-points with mean shift
• Testing the martingale difference hypothesis in high dimension
• Optimal multiple change-point detection for high-dimensional data
• Change-point testing for parallel data sets with FDR control
• Central limit theorems for high dimensional dependent data
• Change-point inference for high-dimensional heteroscedastic data
• Change point detection for high dimensional data via kernel measure with application to human aging brain data
• Detection of Multiple Structural Breaks in Large Covariance Matrices
• Finite sample change point inference and identification for high-dimensional mean vectors
• ^2 inference for change points in high-dimensional time series via a two-way MOSUM
• Change point detection via feedforward neural networks with theoretical guarantees
• Activation discovery with FDR control: application to fMRI data
• Change-point inference in high-dimensional regression models under temporal dependence
• Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data
• Dating the break in high-dimensional data
• A novel framework for online supervised learning with feature selection
• Model-free change-point detection using AUC of a classifier
• Distance-based CUSUM statistics for high dimensional change points
• Change point estimation for high-dimensional time series with network structure
• Self-normalized Cramér type moderate deviation theorem for Gaussian approximation
• Testing stationarity and change point detection in reinforcement learning
• High-dimensional data analysis: change point detection via bootstrap MOSUM
• Dimension-agnostic change point detection
• A Distribution-Free Method for Change Point Detection in Non-Sparse High Dimensional Data
• Change-point detection for multivariate nonparametric regression with deep neural networks

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