Higher-criticism for sparse multi-stream change-point detection
Fuente:
arXiv
Saved in:
| Main Authors: | Gong, Tingnan, Kipnis, Alon, Xie, Yao |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Higher criticism for rare and weak non-proportional hazard deviations in survival analysis
by: Kipnis, Alon, et al.
Published: (2023)
by: Kipnis, Alon, et al.
Published: (2023)
Multiple testing in multi-stream sequential change detection
by: Dandapanthula, Sanjit, et al.
Published: (2025)
by: Dandapanthula, Sanjit, et al.
Published: (2025)
A spectral approach for online covariance change point detection
by: Bao, Zhigang, et al.
Published: (2026)
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)
by: Bastian, Patrick, et al.
Published: (2023)
Covariance scanning for adaptively optimal change point detection in high-dimensional linear models
by: Cho, Haeran, et al.
Published: (2025)
by: Cho, Haeran, et al.
Published: (2025)
Neural network-based CUSUM for online change-point detection
by: Gong, Tingnan, et al.
Published: (2022)
by: Gong, Tingnan, et al.
Published: (2022)
Detection and inference of changes in high-dimensional linear regression with non-sparse structures
by: Cho, Haeran, et al.
Published: (2024)
by: Cho, Haeran, et al.
Published: (2024)
From sparse to dense functional time series: phase transitions of detecting structural breaks and beyond
by: Cai, Leheng, et al.
Published: (2024)
by: Cai, Leheng, et al.
Published: (2024)
Marked point processes intensity estimation using sparse group Lasso method applied to locations of lucrative and cooperative banks in mainland France
by: Artis, Amélie, et al.
Published: (2025)
by: Artis, Amélie, et al.
Published: (2025)
Robust mean change point testing in high-dimensional data with heavy tails
by: Li, Mengchu, et al.
Published: (2023)
by: Li, Mengchu, et al.
Published: (2023)
Two-sample inference for sparse functional data
by: Zhang, Chi, et al.
Published: (2023)
by: Zhang, Chi, et al.
Published: (2023)
A Bayesian decision-theoretic approach to sparse estimation
by: Li, Aihua, et al.
Published: (2025)
by: Li, Aihua, et al.
Published: (2025)
Testing common structure in high-dimensional factor models: change-point and two-sample procedures
by: Düker, Marie-Christine, et al.
Published: (2024)
by: Düker, Marie-Christine, et al.
Published: (2024)
Empirical Bayes inference in sparse high-dimensional generalized linear models
by: Tang, Yiqi, et al.
Published: (2023)
by: Tang, Yiqi, et al.
Published: (2023)
Anisotropic local constant smoothing for change-point regression function estimation
by: Thompson, John R. J., et al.
Published: (2020)
by: Thompson, John R. J., et al.
Published: (2020)
Penalized spline estimation of principal components for sparse functional data: rates of convergence
by: He, Shiyuan, et al.
Published: (2024)
by: He, Shiyuan, et al.
Published: (2024)
Fitting sparse high-dimensional varying-coefficient models with Bayesian regression tree ensembles
by: Ghosh, Soham, et al.
Published: (2025)
by: Ghosh, Soham, et al.
Published: (2025)
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)
by: Garcin, Matthieu, et al.
Published: (2025)
Practically significant change points in high dimension -- measuring signal strength pro active component
by: Quanz, Pascal, et al.
Published: (2025)
by: Quanz, Pascal, et al.
Published: (2025)
The Minimax Risk in Testing Uniformity over Large Alphabets under Missing-Ball Alternatives
by: Kipnis, Alon
Published: (2023)
by: Kipnis, Alon
Published: (2023)
Classification by sparse generalized additive models
by: Abramovich, Felix
Published: (2022)
by: Abramovich, Felix
Published: (2022)
Unification of Rare and Weak Detection Models using Moderate Deviations Analysis and Log-Chisquared P-values
by: Kipnis, Alon
Published: (2021)
by: Kipnis, Alon
Published: (2021)
Fourier analysis of spatial point processes
by: Yang, Junho, et al.
Published: (2024)
by: Yang, Junho, et al.
Published: (2024)
Bayesian Discrepancy Measure: Higher-order and Skewed approximations
by: Bortolato, Elena, et al.
Published: (2025)
by: Bortolato, Elena, et al.
Published: (2025)
Point processes with event time uncertainty
by: Cheng, Xiuyuan, et al.
Published: (2024)
by: Cheng, Xiuyuan, et al.
Published: (2024)
Censored Graphical Horseshoe: Bayesian sparse precision matrix estimation with censored and missing data
by: Mai, The Tien, et al.
Published: (2026)
by: Mai, The Tien, et al.
Published: (2026)
Cross-validation for change-point regression: pitfalls and solutions
by: Pein, Florian, et al.
Published: (2021)
by: Pein, Florian, et al.
Published: (2021)
Bayesian change-plane regression
by: Ohnishi, Yuki, et al.
Published: (2026)
by: Ohnishi, Yuki, et al.
Published: (2026)
Detecting change regions on spheres
by: Su, Di, et al.
Published: (2026)
by: Su, Di, et al.
Published: (2026)
Gradual changes in functional time series
by: Bastian, Patrick, et al.
Published: (2024)
by: Bastian, Patrick, et al.
Published: (2024)
On goodness-of-fit testing for self-exciting point processes
by: Kling, José C. F., et al.
Published: (2024)
by: Kling, José C. F., et al.
Published: (2024)
On minimum contrast method for multivariate spatial point processes
by: Zhu, Lin, et al.
Published: (2022)
by: Zhu, Lin, et al.
Published: (2022)
On min-Storey estimators for multiple testing and conformal novelty detection
by: Zijun, Gao, et al.
Published: (2026)
by: Zijun, Gao, et al.
Published: (2026)
Sequential Change-point Detection for Compositional Time Series with Exogenous Variables
by: Liu, Yajun, et al.
Published: (2024)
by: Liu, Yajun, et al.
Published: (2024)
Inference for Multiple Change-points in Piecewise Locally Stationary Time Series
by: Ng, Wai Leong, et al.
Published: (2026)
by: Ng, Wai Leong, et al.
Published: (2026)
Testing for changes in the error distribution in functional linear models
by: Neumeyer, Natalie, et al.
Published: (2024)
by: Neumeyer, Natalie, et al.
Published: (2024)
Detection of mean changes in partially observed functional data
by: Hudecová, Šárka, et al.
Published: (2025)
by: Hudecová, Šárka, et al.
Published: (2025)
High-dimensional prediction for count response via sparse exponential weights
by: Mai, The Tien
Published: (2024)
by: Mai, The Tien
Published: (2024)
Optimal sparse phase retrieval via a quasi-Bayesian approach
by: Mai, The Tien
Published: (2025)
by: Mai, The Tien
Published: (2025)
Anomaly Detection for a Large Number of Streams: A Permutation-Based Higher Criticism Approach
by: Stoepker, Ivo V., et al.
Published: (2020)
by: Stoepker, Ivo V., et al.
Published: (2020)
Similar Items
-
Higher criticism for rare and weak non-proportional hazard deviations in survival analysis
by: Kipnis, Alon, et al.
Published: (2023) -
Multiple testing in multi-stream sequential change detection
by: Dandapanthula, Sanjit, et al.
Published: (2025) -
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) -
Covariance scanning for adaptively optimal change point detection in high-dimensional linear models
by: Cho, Haeran, et al.
Published: (2025)