High dimensional change point inference: Recent developments and extensions

B Liu, X Zhang, Y Liu - Journal of multivariate analysis, 2022 - Elsevier
Change point analysis aims to detect structural changes in a data sequence. It has always
been an active research area since it was introduced in the 1950s. In modern statistical …

A review on minimax rates in change point detection and localisation

Y Yu - arxiv preprint arxiv:2011.01857, 2020 - arxiv.org
This paper reviews recent developments in fundamental limits and optimal algorithms for
change point analysis. We focus on minimax optimal rates in change point detection and …

Optimal covariance change point localization in high dimensions

D Wang, Y Yu, A Rinaldo - 2021 - projecteuclid.org
Optimal covariance change point localization in high dimensions Page 1 Bernoulli 27(1), 2021,
554–575 https://doi.org/10.3150/20-BEJ1249 Optimal covariance change point localization in …

Change-point detection for graphical models in the presence of missing values

M Londschien, S Kovács… - Journal of Computational …, 2021 - Taylor & Francis
We propose estimation methods for change points in high-dimensional covariance
structures with an emphasis on challenging scenarios with missing values. We advocate …

Low-Rank Matrix Estimation in the Presence of Change-Points

L Shi, G Wang, C Zou - Journal of Machine Learning Research, 2024 - jmlr.org
We consider a general trace regression model with multiple structural changes and propose
a universal approach for simultaneous exact or near-low-rank matrix recovery and change …

Optimal multiple change-point detection for high-dimensional data

E Pilliat, A Carpentier, N Verzelen - Electronic Journal of Statistics, 2023 - projecteuclid.org
This manuscript makes two contributions to the field of change-point detection. In a general
change-point setting, we provide a generic algorithm for aggregating local homogeneity …

Variable selection based testing for parameter changes in regression with autoregressive dependence

L Horváth, P Kokoszka, S Lu - Journal of Business & Economic …, 2024 - Taylor & Francis
We consider a regression model with autoregressive terms and propose significance tests
for the detection of change points in this model. Our tests are applicable to both low-or …

Efficient Multiple Change Point Detection and Localization For High-Dimensional Quantile Regression with Heteroscedasticity

X Wang, B Liu, X Zhang, Y Liu - Journal of the American Statistical …, 2024 - Taylor & Francis
Data heterogeneity is a challenging issue for modern statistical data analysis. There are
different types of data heterogeneity in practice. In this article, we consider potential …

Monitoring network changes in social media

CYH Chen, Y Okhrin, T Wang - Journal of Business & Economic …, 2024 - Taylor & Francis
Econometricians are increasingly working with high-dimensional networks and their
dynamics. Econometricians, however, are often confronted with unforeseen changes in …

Localising change points in piecewise polynomials of general degrees

Y Yu, S Chatterjee, H Xu - Electronic Journal of Statistics, 2022 - projecteuclid.org
In this paper we are concerned with a sequence of univariate random variables with
piecewise polynomial means and independent sub-Gaussian noise. The underlying …