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High Dimensional Change Point Estimation via Sparse Projection

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References

2012Optimal Detection of Changepoints With a Linear Computational Cost2,578 cited
1997Minimax Theorems2,080 cited
2017Natural Scales in Geographical Patterns1,120 cited
1997Limit theorems in change-point analysis1,004 cited
1955A Test for a Change in a Parameter Occurring at an Unknown Point722 cited
2014Wild binary segmentation for multiple change-point detection721 cited
2014Sequential Analysis438 cited
2014Multiscale Change Point Inference320 cited
2014ecp: AnRPackage for Nonparametric Multiple Change Point Analysis of Multivariate Data271 cited

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2023Optimal change-point detection and localization46 cited
2020

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Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors

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2022High-Dimensional, Multiscale Online Changepoint Detection42 cited

2024Automatic change-point detection in time series via deep learning42 cited

2018Most Recent Changepoint Detection in Panel Data36 cited

2021Optimal Nonparametric Multivariate Change Point Detection and Localization36 cited

2020A Unified Data-Adaptive Framework for High Dimensional Change Point Detection33 cited

2021Inference of Breakpoints in High-dimensional Time Series32 cited

2020High-dimensional changepoint detection via a geometrically inspired mapping30 cited

2020High-Dimensional Changepoint Detection via a Geometrically Inspired Mapping28 cited

2021Change point detection for compositional multivariate data24 cited