Copertina

Change Point Detection for High-dimensional Linear Models: A General Tail-adaptive Approach

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Liu, Bin, Qi, Zhengling, Zhang, Xinsheng, Liu, Yufeng
Natura:	Preprint
Pubblicazione:	2022
Soggetti:	Methodology
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Simultaneous Change Point Detection and Identification for High Dimensional Linear Models
di: Liu, Bin, et al.
Pubblicazione: (2024)

Sequential Change Point Detection in High-dimensional Vector Auto-regressive Models
di: Tian, Yuhan, et al.
Pubblicazione: (2024)

Spatial-Sign based High dimensional Change Point Inference
di: Liu, Jixuan, et al.
Pubblicazione: (2025)

REAMP: A Stochastic Resonance Approach for Multi-Change Point Detection in High-Dimensional Data
di: Shi, Xiaoping, et al.
Pubblicazione: (2026)

Bayesian Functional Graphical Models with Change-Point Detection
di: Liu, Chunshan, et al.
Pubblicazione: (2024)

Simultaneous Estimation and Dataset Selection for Transfer Learning in High Dimensions by a Non-convex Penalty
di: Li, Zeyu, et al.
Pubblicazione: (2023)

A Scalable Variational Bayes Approach to Fit High-dimensional Spatial Generalized Linear Mixed Models
di: Lee, Jin Hyung, et al.
Pubblicazione: (2024)

Model-X Change-Point Detection of Conditional Distribution
di: Dong, Zhuofan, et al.
Pubblicazione: (2025)

Max-Linear Tail Regression
di: Chen, Liujun, et al.
Pubblicazione: (2025)

STEEL: Singularity-aware Reinforcement Learning
di: Chen, Xiaohong, et al.
Pubblicazione: (2023)

POLAR: A Pessimistic Model-based Policy Learning Algorithm for Dynamic Treatment Regimes
di: Zhang, Ruijia, et al.
Pubblicazione: (2025)

Change Point Detection on A Separable Model for Dynamic Networks
di: Kei, Yik Lun, et al.
Pubblicazione: (2023)

Change-Point Detection With Multivariate Repeated Measures
di: Han, Serim, et al.
Pubblicazione: (2025)

Off-policy Evaluation in Doubly Inhomogeneous Environments
di: Bian, Zeyu, et al.
Pubblicazione: (2023)

Change Point Detection for Cell Populations Measured via Flow Cytometry
di: Kei, Yik Lun, et al.
Pubblicazione: (2026)

Adaptive Change Point Inference for High Dimensional Time Series with Temporal Dependence
di: Wang, Xiaoyi, et al.
Pubblicazione: (2025)

fastcpd: Fast Change Point Detection in R
di: Li, Xingchi, et al.
Pubblicazione: (2024)

Hub Detection in Gaussian Graphical Models
di: Gómez, José Á. Sánchez, et al.
Pubblicazione: (2025)

Causal Change Point Detection and Localization
di: Huang, Shimeng, et al.
Pubblicazione: (2024)

Beyond Point Estimates: Toward Proper Statistical Inferencing and Reporting of Intraclass Correlation Coefficients
di: Liu, Yufeng, et al.
Pubblicazione: (2026)

Nonparametric Sequential Change-point Detection on High Order Compositional Time Series Models with Exogenous Variables
di: Liu, Yajun, et al.
Pubblicazione: (2025)

Learning Robust Treatment Rules for Censored Data
di: Cui, Yifan, et al.
Pubblicazione: (2024)

Detection and Mode-Identification of Multiple Change Points in Tensor Factor Models
di: Zhang, Yuqi, et al.
Pubblicazione: (2026)

Robust Bayesian Model Averaging for Linear Regression Models With Heavy-Tailed Errors
di: De, Shamriddha, et al.
Pubblicazione: (2024)

A General Latent Embedding Approach for Modeling Non-uniform High-dimensional Sparse Hypergraphs with Multiplicity
di: Wu, Shihao, et al.
Pubblicazione: (2024)

Change Point Detection in Dynamic Graphs with Decoder-only Latent Space Model
di: Kei, Yik Lun, et al.
Pubblicazione: (2024)

Multiple Outlier Detection in Samples with Exponential & Pareto Tails: Redeeming the Inward Approach & Detecting Dragon Kings
di: Sornette, Didier, et al.
Pubblicazione: (2015)

Clustering Tails in High Dimension
di: Chen, Liujun, et al.
Pubblicazione: (2025)

Graph-based Change Point Detection for Functional Data
di: VanderDoes, Jeremy, et al.
Pubblicazione: (2025)

Change Point Detection for Functional Autoregressive Processes on the Sphere
di: Spoto, Federica, et al.
Pubblicazione: (2025)

Change Point Detection for Random Objects with Periodic Behavior
di: Xu, Jiazhen, et al.
Pubblicazione: (2025)

A Random-Effects Approach to Generalized Linear Mixed Model Analysis of Incomplete Longitudinal Data
di: Nguyen, Thuan, et al.
Pubblicazione: (2024)

Factorized Tail Volatility Model: Augmenting Excess-over-Threshold Method for High-Dimensional Hevay-Tailed Data
di: Hu, Yifan, et al.
Pubblicazione: (2025)

Change-Point Detection for Object-valued Time Series
di: Zhang, Yi, et al.
Pubblicazione: (2026)

Optimal Change Point Detection and Inference in the Spectral Density of General Time Series Models
di: Mosaferi, Sepideh, et al.
Pubblicazione: (2025)

Few-Round Distributed Principal Component Analysis: Closing the Statistical Efficiency Gap by Consensus
di: Li, ZeYu, et al.
Pubblicazione: (2025)

Functional Change Point Detection via Adjacent Deviation Subspace
di: Yu, Luoyao, et al.
Pubblicazione: (2025)

Spectral Change Point Estimation for High Dimensional Time Series by Sparse Tensor Decomposition
di: Zhang, Xinyu, et al.
Pubblicazione: (2023)

High-Dimensional Mediation Analysis for Generalized Linear Models Using Bayesian Variable Selection Guided by Mediator Correlation
di: Bae, Youngho, et al.
Pubblicazione: (2026)

OPTICS: Order-Preserved Test-Inverse Confidence Set for Number of Change-Points
di: Sun, Ao, et al.
Pubblicazione: (2026)