Optimal Covariance Change Point Localization in High Dimension

28 December 2017

Papers citing "Optimal Covariance Change Point Localization in High Dimension"

10 / 10 papers shown

Title
Minimax rates in variance and covariance changepoint testing Per August Jarval Moen 43 0 0 13 May 2024
Sparse change detection in high-dimensional linear regression Fengnan Gao Tengyao Wang 35 4 0 12 Aug 2022
Optimal multiple change-point detection for high-dimensional data Emmanuel Pilliat Alexandra Carpentier Nicolas Verzélen 33 14 0 16 Nov 2020
Sequential change point detection in high dimensional time series Josua Gösmann Christina Stoehr Johannes Heiny Holger Dette AI4TS 30 14 0 31 May 2020
Change point localization in dependent dynamic nonparametric random dot product graphs Oscar Hernan Madrid Padilla Yi Yu Carey E. Priebe 14 27 0 18 Nov 2019
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence Haeran Cho Claudia Kirch 17 33 0 28 Oct 2019
Minimax rates in sparse, high-dimensional changepoint detection Haoyang Liu Chao Gao R. Samworth 24 46 0 23 Jul 2019
Finite sample change point inference and identification for high-dimensional mean vectors Mengjia Yu Xiaohui Chen 29 37 0 23 Nov 2017
Optimal hypothesis testing for high dimensional covariance matrices Tommaso Cai Zongming Ma 59 111 0 18 May 2012
Break detection in the covariance structure of multivariate time series models Alexander Aue Siegfried Hormann Lajos Horváth M. Reimherr 164 362 0 19 Nov 2009