Inference in High-Dimensional Online Changepoint Detection
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Publication:6567941
DOI10.1080/01621459.2023.2199962MaRDI QIDQ6567941FDOQ6567941
Richard Samworth, Yudong Chen, Tengyao Wang
Publication date: 5 July 2024
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Cites Work
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- Extensions of some classical methods in change point analysis
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- High Dimensional Change Point Estimation via Sparse Projection
- A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
- CONTINUOUS INSPECTION SCHEMES
- High-Dimensional, Multiscale Online Changepoint Detection
- Uniform change point tests in high dimension
- High-dimensional change-point detection under sparse alternatives
- Title not available (Why is that?)
- Optimal detection of multi-sample aligned sparse signals
- Confidence intervals for high-dimensional Cox models
- Minimax rates in sparse, high-dimensional change point detection
- Inference on the change point under a high dimensional sparse mean shift
- Optimal Nonparametric Multivariate Change Point Detection and Localization
- High-dimensional changepoint estimation with heterogeneous missingness
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