Computation and analysis of change points with different jump locations in high-dimensional regression

DOI10.1007/S00362-023-01461-WMaRDI QIDQ6579394zbMATH OpenFDO

Authors Jian Huang, Yu Ling Jiao, Lican Kang, Yanyan Liu, Xinfeng Yang

Publication date 25 July 2024

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00362-023-01461-W

zbMATH Keywords

change pointconvergenceheterogeneityoracle propertysparsity

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A nonconvex model with minimax concave penalty for image restoration
• Augmented Lagrangian alternating direction method for matrix separation based on low-rank factorization
• Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
• Distributed optimization and statistical learning via the alternating direction method of multipliers
• Estimating networks with jumps
• Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models
• Forward regression for ultra-high dimensional variable screening
• Grouped patterns of heterogeneity in panel data
• scientific article; zbMATH DE number 3766903 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 7626763 (Why is no real title available?)
• Multiple Change-Point Estimation With a Total Variation Penalty
• Multiple Change-Points Estimation in Linear Regression Models via Sparse Group Lasso
• Multiple-change-point detection for auto-regressive conditional heteroscedastic processes
• Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
• Nearly unbiased variable selection under minimax concave penalty
• On Grouping for Maximum Homogeneity
• Simultaneous analysis of Lasso and Dantzig selector
• Sparsity and Smoothness Via the Fused Lasso
• Statistics for high-dimensional data. Methods, theory and applications.
• Strong Rules for Discarding Predictors in Lasso-Type Problems
• The Lasso for high dimensional regression with a possible change point
• Wild binary segmentation for multiple change-point detection

Cited in

(1)

• Change-point detection for multivariate nonparametric regression with deep neural networks

This page was built for publication: Computation and analysis of change points with different jump locations in high-dimensional regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6579394)