Some clustering-based change-point detection methods applicable to high dimension, low sample size data
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Cites work
- A Bayes Approach to a Quality Control Model
- A multivariate two-sample test based on the number of nearest neighbor type coincidences
- A nonparametric approach for multiple change point analysis of multivariate data
- An Exact Distribution-Free Test Comparing Two Multivariate Distributions based on Adjacency
- An online kernel change detection algorithm
- Asymptotics of hierarchical clustering for growing dimension
- Break detection in the covariance structure of multivariate time series models
- Change-point detection in high-dimensional covariance structure
- Consistent and powerful graph-based change-point test for high-dimensional data
- CONTINUOUS INSPECTION SCHEMES
- Detecting simultaneous change points in multiple sequences
- Detecting simultaneous variant intervals in aligned sequences
- Energy statistics: a class of statistics based on distances
- Geometric consistency of principal component scores for high-dimensional mixture models and its application
- Geometric Representation of High Dimension, Low Sample Size Data
- Geometric skew normal distribution
- Graph-based change-point detection
- High dimensional change point estimation via sparse projection
- High-dimensional change-point detection under sparse alternatives
- Homogeneity and change-point detection tests for multivariate data using rank statistics
- scientific article; zbMATH DE number 5816768 (Why is no real title available?)
- scientific article; zbMATH DE number 3860199 (Why is no real title available?)
- scientific article; zbMATH DE number 3441469 (Why is no real title available?)
- scientific article; zbMATH DE number 775839 (Why is no real title available?)
- Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
- Measuring and testing dependence by correlation of distances
- Multivariate generalizations of the Wald-Wolfowitz and Smirnov two-sample tests
- Multivariate Two-Sample Tests Based on Nearest Neighbors
- Optimal covariance change point localization in high dimensions
- PCA consistency in high dimension, low sample size context
- Testing for change points in time series
- The high-dimension, low-sample-size geometric representation holds under mild conditions
- Two-sample tests for high-dimension, strongly spiked eigenvalue models
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