The Lasso for High-Dimensional Regression with a Possible Change-Point

21 September 2012

Papers citing "The Lasso for High-Dimensional Regression with a Possible Change-Point"

19 / 19 papers shown

Title
Inferring Change Points in High-Dimensional Linear Regression via Approximate Message Passing Gabriel Arpino Xiaoqi Liu R. Venkataramanan 20 0 0 11 Apr 2024
Reliever: Relieving the Burden of Costly Model Fits for Changepoint Detection Chengde Qian Guanghui Wang Changliang Zou 14 1 0 03 Jul 2023
High-Dimensional Dynamic Pricing under Non-Stationarity: Learning and Earning with Change-Point Detection Zifeng Zhao Feiyu Jiang Yi Yu Xi Chen 27 2 0 14 Mar 2023
Sparse change detection in high-dimensional linear regression Fengnan Gao Tengyao Wang 30 4 0 12 Aug 2022
Optimal Change-point Testing for High-dimensional Linear Models with Temporal Dependence Daren Wang Zifeng Zhao 30 6 0 08 May 2022
Minimax Risk in Estimating Kink Threshold and Testing Continuity J. Hidalgo Heejun Lee Jungyoon Lee M. Seo 14 1 0 01 Mar 2022
On Posterior consistency of Bayesian Changepoint models Nilabja Guha J. Datta 11 0 0 25 Feb 2021
Localizing Changes in High-Dimensional Vector Autoregressive Processes Daren Wang Yi Yu Alessandro Rinaldo Rebecca Willett 23 21 0 12 Sep 2019
Statistically and Computationally Efficient Change Point Localization in Regression Settings Daren Wang Zifeng Zhao Kevin Lin Rebecca Willett 21 36 0 26 Jun 2019
$Detection and estimation of parameters in high dimensional multiple change point regression models via $\ell_1/\ell_0$ regularization and discrete optimization$ Detection and estimation of parameters in high dimensional multiple change point regression models via $\ell_1/\ell_0$ regularization and discrete optimization A. Kaul V. Jandhyala S. Fotopoulos 15 10 0 11 Jun 2019
A robust bootstrap change point test for high-dimensional location parameter Mengjia Yu Xiaohui Chen 16 10 0 06 Apr 2019
Change-point Detection by the Quantile LASSO Method Gabriela Ciuperca M. Maciak 20 7 0 15 Jan 2019
Multiple Changepoint Estimation in High-Dimensional Gaussian Graphical Models A. Gibberd S. Roy 11 25 0 15 Dec 2017
Computationally efficient change point detection for high-dimensional regression Florencia Leonardi Peter Buhlmann 12 49 0 14 Jan 2016
Bayesian Inference for High Dimensional Changing Linear Regression with Application to Minnesota House Price Index Data A. Datta H. Zou Sudipto Banerjee 16 1 0 24 Oct 2015
Empirical likelihood test for high-dimensional two-sample model Gabriela Ciuperca Zahraa Salloum 18 8 0 22 Apr 2015
Adaptive LASSO model selection in a multiphase quantile regression Gabriela Ciuperca 32 24 0 05 Sep 2013
High-Dimensional Sparse Additive Hazards Regression Wei Lin Jinchi Lv 55 77 0 26 Dec 2012
High-dimensional generalized linear models and the lasso Sara van de Geer 176 748 0 04 Apr 2008