标题
High dimensional change point estimation via sparse projection
作者
关键词
-
出版物
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
Volume 80, Issue 1, Pages 57-83
出版商
Wiley
发表日期
2017-08-12
DOI
10.1111/rssb.12243
参考文献
相关参考文献
注意:仅列出部分参考文献,下载原文获取全部文献信息。- Statistical and computational trade-offs in estimation of sparse principal components
- (2016) Tengyao Wang et al. ANNALS OF STATISTICS
- Change-point detection in panel data via double CUSUM statistic
- (2016) Haeran Cho Electronic Journal of Statistics
- Uniform change point tests in high dimension
- (2015) Moritz Jirak ANNALS OF STATISTICS
- A useful variant of the Davis–Kahan theorem for statisticians
- (2015) Y. Yu et al. BIOMETRIKA
- Detection of Multiple Structural Breaks in Multivariate Time Series
- (2015) Philip Preuss et al. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
- Detection of Changes in Multivariate Time Series With Application to EEG Data
- (2015) Claudia Kirch et al. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
- Wild binary segmentation for multiple change-point detection
- (2014) Piotr Fryzlewicz ANNALS OF STATISTICS
- Detecting changes in cross-sectional dependence in multivariate time series
- (2014) Axel Bücher et al. JOURNAL OF MULTIVARIATE ANALYSIS
- Multiscale change point inference
- (2014) Klaus Frick et al. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
- Multiple-change-point detection for high dimensional time series via sparsified binary segmentation
- (2014) Haeran Cho et al. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
- Extensions of some classical methods in change point analysis
- (2014) Lajos Horváth et al. TEST
- The Computational Complexity of the Restricted Isometry Property, the Nullspace Property, and Related Concepts in Compressed Sensing
- (2013) Andreas M. Tillmann et al. IEEE TRANSACTIONS ON INFORMATION THEORY
- Evaluating stationarity via change-point alternatives with applications to fMRI data
- (2012) John A. D. Aston et al. Annals of Applied Statistics
- Optimal Detection of Changepoints With a Linear Computational Cost
- (2012) R. Killick et al. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
- Change-point detection in panel data
- (2012) Lajos Horváth et al. JOURNAL OF TIME SERIES ANALYSIS
- Detecting simultaneous changepoints in multiple sequences
- (2010) N. R. Zhang et al. BIOMETRIKA
- Early warning CUSUM plans for surveillance of negative binomial daily disease counts
- (2010) Ross S. Sparks et al. JOURNAL OF APPLIED STATISTICS
- Maximum likelihood estimation of a multi-dimensional log-concave density
- (2010) Madeleine Cule et al. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
- Simultaneous analysis of Lasso and Dantzig selector
- (2009) Peter J. Bickel et al. ANNALS OF STATISTICS
- Break detection in the covariance structure of multivariate time series models
- (2009) Alexander Aue et al. ANNALS OF STATISTICS
- Maximum likelihood estimation of a log-concave density and its distribution function: Basic properties and uniform consistency
- (2009) Lutz Dümbgen et al. BERNOULLI
- Common breaks in means and variances for panel data
- (2009) Jushan Bai JOURNAL OF ECONOMETRICS
- On Consistency and Sparsity for Principal Components Analysis in High Dimensions
- (2009) Iain M. Johnstone et al. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
Find Funding. Review Successful Grants.
Explore over 25,000 new funding opportunities and over 6,000,000 successful grants.
ExplorePublish scientific posters with Peeref
Peeref publishes scientific posters from all research disciplines. Our Diamond Open Access policy means free access to content and no publication fees for authors.
Learn More