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1807.10797
Cited By
Estimating a change point in a sequence of very high-dimensional covariance matrices
27 July 2018
Holger Dette
G. Pan
Qing Yang
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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
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