Estimating a change point in a sequence of very high-dimensional covariance matrices

27 July 2018

Papers citing "Estimating a change point in a sequence of very high-dimensional covariance matrices"

12 / 12 papers shown

Title
Detecting Change Points of Covariance Matrices in High Dimensions Nina Dórnemann Holger Dette 66 1 0 23 Sep 2024
Detecting Spectral Breaks in Spiked Covariance Models Nina Dórnemann Debashis Paul 66 1 0 30 Apr 2024
Optimal multiple change-point detection for high-dimensional data Emmanuel Pilliat Alexandra Carpentier Nicolas Verzélen 67 16 0 16 Nov 2020
A review on minimax rates in change point detection and localisation Yi Yu 58 19 0 03 Nov 2020
Optimistic search: Change point estimation for large-scale data via adaptive logarithmic queries Solt Kovács Housen Li Lorenz Haubner Axel Munk Peter Buhlmann 109 5 0 20 Oct 2020
Localising change points in piecewise polynomials of general degrees Yi Yu S. Chatterjee Haotian Xu 37 14 0 20 Jul 2020
Sequential change point detection in high dimensional time series Josua Gösmann Christina Stoehr Johannes Heiny Holger Dette AI4TS 65 14 0 31 May 2020
Homogeneity Tests of Covariance and Change-Points Identification for High-Dimensional Functional Data Shawn Santo Pingshou Zhong 35 0 0 05 May 2020
Dating the Break in High-dimensional Data Runmin Wang Xiaofeng Shao 72 8 0 10 Feb 2020
Change point detection for graphical models in the presence of missing values Malte Londschien Solt Kovács Peter Buhlmann 63 28 0 11 Jul 2019
A robust bootstrap change point test for high-dimensional location parameter Mengjia Yu Xiaohui Chen 91 10 0 06 Apr 2019
Optimal Covariance Change Point Localization in High Dimension Daren Wang Yi Yu Alessandro Rinaldo 73 58 0 28 Dec 2017