Cover Image

Extreme change-point detection

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Bleakley, Kevin
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Non-parametric multiple change-point detection
by: Anastasiou, Andreas, et al.
Published: (2025)

Volatility change point detection for linear parabolic SPDEs
by: Tonaki, Yozo, et al.
Published: (2025)

Higher-criticism for sparse multi-stream change-point detection
by: Gong, Tingnan, et al.
Published: (2024)

A spectral approach for online covariance change point detection
by: Bao, Zhigang, et al.
Published: (2026)

Multiple change point detection in functional data with applications to biomechanical fatigue data
by: Bastian, Patrick, et al.
Published: (2023)

On the impossibility of detecting a late change-point in the preferential attachment random graph model
by: Kaddouri, Ibrahim, et al.
Published: (2024)

Covariance scanning for adaptively optimal change point detection in high-dimensional linear models
by: Cho, Haeran, et al.
Published: (2025)

Wasserstein-based identification of metastable states in time series data via change point detection and segment clustering
by: Gentile, David, et al.
Published: (2026)

Asymptotic and finite-sample distributions of one- and two-sample empirical relative entropy, with application to change-point detection
by: Garcin, Matthieu, et al.
Published: (2025)

TWIN: Two window inspection for online change point detection
by: Bastian, Patrick, et al.
Published: (2025)

A change-point problem for $m$-dependent multivariate random field
by: Makogin, Vitalii, et al.
Published: (2024)

Robust mean change point testing in high-dimensional data with heavy tails
by: Li, Mengchu, et al.
Published: (2023)

Cross-validation on Extreme Regions
by: Aghbalou, Anass, et al.
Published: (2022)

Functional ANOVA approaches for detecting changes in air pollution during the COVID-19 pandemic
by: Acal, Christian, et al.
Published: (2024)

Anisotropic local constant smoothing for change-point regression function estimation
by: Thompson, John R. J., et al.
Published: (2020)

Testing common structure in high-dimensional factor models: change-point and two-sample procedures
by: Düker, Marie-Christine, et al.
Published: (2024)

Multiple testing in multi-stream sequential change detection
by: Dandapanthula, Sanjit, et al.
Published: (2025)

Asymptotically optimal sequential change detection for bounded means
by: Ram, Ashwin, et al.
Published: (2026)

Sequential change-point detection for generalized Ornstein-Uhlenbeck processes
by: Lyu, Yunhong, et al.
Published: (2025)

Multiple change-points detection based on U-Statistics under weak dependence
by: Ngatchou-Wandji, Joseph, et al.
Published: (2025)

On General Weighted Extropy of Extreme Ranked Set Sampling
by: Sahu, Pradeep Kumar, et al.
Published: (2024)

Conditional Extreme Value Estimation for Dependent Time Series
by: Bladt, Martin, et al.
Published: (2025)

Conditional Extremes with Graphical Models
by: Farrell, Aiden, et al.
Published: (2024)

Extremes of structural causal models
by: Engelke, Sebastian, et al.
Published: (2025)

Cross-validation for change-point regression: pitfalls and solutions
by: Pein, Florian, et al.
Published: (2021)

Practically significant change points in high dimension -- measuring signal strength pro active component
by: Quanz, Pascal, et al.
Published: (2025)

Extreme Limit Theory of Competing Risks under Power Normalization
by: Hu, Kaihao, et al.
Published: (2023)

Stochastic Comparisons of Random Extremes from non-identical Random Variables
by: Kundu, Amarjit, et al.
Published: (2024)

Extreme Value Analysis based on Blockwise Top-Two Order Statistics
by: Bücher, Axel, et al.
Published: (2025)

Extremes in High Dimensions: Methods and Scalable Algorithms
by: Lederer, Johannes, et al.
Published: (2023)

A Flexible Modeling of Extremes in the Presence of Inliers
by: Nila, Shivshankar, et al.
Published: (2026)

The Asymptotic Properties of the Extreme Eigenvectors of High-dimensional Generalized Spiked Covariance Model
by: Pu, Zhangni, et al.
Published: (2024)

Inference for change-plane regression
by: Kang, Chaeryon, et al.
Published: (2022)

Multiple change‐point detection for regression curves
by: Yunlong Wang
Published: (2024)

Modeling Extreme Events in the Presence of Inlier: A Mixture Approach
by: Nila, Shivshankar, et al.
Published: (2025)

Structural Causal Models for Extremes: an Approach Based on Exponent Measures
by: Bai, Shuyang, et al.
Published: (2025)

Detecting Change-points in Mean of Multivariate Time Series
by: Samanta, Ramkrishna Jyoti
Published: (2024)

Community detection for binary graphical models in high dimension
by: Chevallier, Julien, et al.
Published: (2024)

Sharp phase transitions in high-dimensional changepoint detection
by: Xiang, Daniel, et al.
Published: (2024)

Bayesian causal discovery: Posterior concentration and optimal detection
by: Lungu, Valentinian, et al.
Published: (2025)