On High-Dimensional Change-Point Detection Based on Pairwise Distances
Fuente:
arXiv
Saved in:
| Main Authors: | Ghoshal, Spandan, Banerjee, Bilol, Ghosh, Anil K. |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
On High Dimensional Behaviour of Some Two-Sample Tests Based on Ball Divergence
by: Banerjee, Bilol, et al.
Published: (2022)
by: Banerjee, Bilol, et al.
Published: (2022)
A nonparametric test of spherical symmetry applicable to high dimensional data
by: Banerjee, Bilol, et al.
Published: (2024)
by: Banerjee, Bilol, et al.
Published: (2024)
Exact distribution-free tests of spherical symmetry applicable to high dimensional data
by: Banerjee, Bilol, et al.
Published: (2024)
by: Banerjee, Bilol, et al.
Published: (2024)
Efficient High-Dimensional Conditional Independence Testing
by: Banerjee, Bilol
Published: (2025)
by: Banerjee, Bilol
Published: (2025)
A Ball Divergence Based Measure For Conditional Independence Testing
by: Banerjee, Bilol, et al.
Published: (2024)
by: Banerjee, Bilol, et al.
Published: (2024)
Testing distributional equality for functional random variables
by: Banerjee, Bilol
Published: (2023)
by: Banerjee, Bilol
Published: (2023)
Change Point Detection in Pairwise Comparison Data with Covariates
by: Han, Yi, et al.
Published: (2024)
by: Han, Yi, et al.
Published: (2024)
On high-dimensional modifications of the nearest neighbor classifier
by: Ghosh, Annesha, et al.
Published: (2024)
by: Ghosh, Annesha, et al.
Published: (2024)
Single Change-Point Detection via Energy Distance with Application to Genomic Data
by: Ratnasingam, Suthakaran
Published: (2026)
by: Ratnasingam, Suthakaran
Published: (2026)
Ordinal Patterns Based Change Points Detection
by: Betken, Annika, et al.
Published: (2025)
by: Betken, Annika, et al.
Published: (2025)
Inferring Change Points in High-Dimensional Regression via Approximate Message Passing
by: Arpino, Gabriel, et al.
Published: (2024)
by: Arpino, Gabriel, et al.
Published: (2024)
Bayesian High-dimensional Linear Regression with Sparse Projection-posterior
by: Pal, Samhita, et al.
Published: (2024)
by: Pal, Samhita, et al.
Published: (2024)
Change-Point Detection in Dynamic Networks with Missing Links
by: Enikeeva, Farida, et al.
Published: (2021)
by: Enikeeva, Farida, et al.
Published: (2021)
Change Point Detection and Mean-Field Dynamics of Variable Productivity Hawkes Processes
by: Kresin, Conor, et al.
Published: (2025)
by: Kresin, Conor, et al.
Published: (2025)
Persistence-Based Statistics for Detecting Structural Changes in High-Dimensional Point Clouds
by: Nakayama, Toshiyuki
Published: (2025)
by: Nakayama, Toshiyuki
Published: (2025)
High-dimensional Covariance Estimation by Pairwise Likelihood Truncation
by: Casa, Alessandro, et al.
Published: (2024)
by: Casa, Alessandro, et al.
Published: (2024)
High-Dimensional Bernstein Von-Mises Theorems for Covariance and Precision Matrices
by: Sarkar, Partha, et al.
Published: (2023)
by: Sarkar, Partha, et al.
Published: (2023)
Change-Point Detection for Object-valued Time Series
by: Zhang, Yi, et al.
Published: (2026)
by: Zhang, Yi, et al.
Published: (2026)
An Exact Pointwise Characterization for Total Variation Denoising in Quantile Regression
by: Ghoshal, Deep, et al.
Published: (2026)
by: Ghoshal, Deep, et al.
Published: (2026)
Score-Based Quickest Change Detection and Fault Identification for Multi-Stream Signals
by: Chen, Wuxia, et al.
Published: (2025)
by: Chen, Wuxia, et al.
Published: (2025)
Estimation with Pairwise Observations
by: Chan, Felix, et al.
Published: (2024)
by: Chan, Felix, et al.
Published: (2024)
Functional Sieve Bootstrap for the Partial Sum Process with Application to Change-Point Detection
by: Paparoditis, Efstathios, et al.
Published: (2024)
by: Paparoditis, Efstathios, et al.
Published: (2024)
Detecting Abrupt Changes in Point Processes: Fundamental Limits and Applications
by: Brandenberger, Anna, et al.
Published: (2025)
by: Brandenberger, Anna, et al.
Published: (2025)
Sequential Eigenvalue Statistics for Change-Point Detection in Covariance Matrices
by: Dörnemann, Nina, et al.
Published: (2024)
by: Dörnemann, Nina, et al.
Published: (2024)
Adaptive Matrix Change Point Detection: Leveraging Structured Mean Shifts
by: Zhang, Xinyu, et al.
Published: (2024)
by: Zhang, Xinyu, et al.
Published: (2024)
Detection and Mode-Identification of Multiple Change Points in Tensor Factor Models
by: Zhang, Yuqi, et al.
Published: (2026)
by: Zhang, Yuqi, et al.
Published: (2026)
Resampling-free Inference for Time Series via RKHS Embedding
by: Ghoshal, Deep, et al.
Published: (2026)
by: Ghoshal, Deep, et al.
Published: (2026)
Online Kernel CUSUM for Change-Point Detection
by: Wei, Song, et al.
Published: (2022)
by: Wei, Song, et al.
Published: (2022)
Noise-contrastive Online Change Point Detection
by: Puchkin, Nikita, et al.
Published: (2022)
by: Puchkin, Nikita, et al.
Published: (2022)
Sample Complexity of Bias Detection with Subsampled Point-to-Subspace Distances
by: Matilla, German Martinez, et al.
Published: (2025)
by: Matilla, German Martinez, et al.
Published: (2025)
Robust Quickest Change Detection in Non-Stationary Processes
by: Hou, Yingze, et al.
Published: (2023)
by: Hou, Yingze, et al.
Published: (2023)
Robust Point Matching with Distance Profiles
by: Hur, YoonHaeng, et al.
Published: (2023)
by: Hur, YoonHaeng, et al.
Published: (2023)
Moment-Based Adjustments of Statistical Inference in High-Dimensional Generalized Linear Models
by: Sawaya, Kazuma, et al.
Published: (2023)
by: Sawaya, Kazuma, et al.
Published: (2023)
Quickest Change Detection with Cost-Constrained Experiment Design
by: Lubenia, Patrick Vincent N., et al.
Published: (2025)
by: Lubenia, Patrick Vincent N., et al.
Published: (2025)
High-Dimensional Block Diagonal Covariance Structure Detection Using Singular Vectors
by: Bauer, Jan O.
Published: (2022)
by: Bauer, Jan O.
Published: (2022)
Optimal Change Point Detection and Inference in the Spectral Density of General Time Series Models
by: Mosaferi, Sepideh, et al.
Published: (2025)
by: Mosaferi, Sepideh, et al.
Published: (2025)
Asymptotic Breakdown Point Analysis for a General Class of Minimum Divergence Estimators
by: Roy, Subhrajyoty, et al.
Published: (2023)
by: Roy, Subhrajyoty, et al.
Published: (2023)
High-Dimensional Change-Point Detection via Angular Kernel Statistics
by: Choudhury, Jyotishka Ray, et al.
Published: (2026)
by: Choudhury, Jyotishka Ray, et al.
Published: (2026)
Conditional Score Learning for Quickest Change Detection in Markov Transition Kernels
by: Chen, Wuxia, et al.
Published: (2025)
by: Chen, Wuxia, et al.
Published: (2025)
Inference on Dynamic Spatial Autoregressive Models with Change Point Detection
by: Cen, Zetai, et al.
Published: (2024)
by: Cen, Zetai, et al.
Published: (2024)
Similar Items
-
On High Dimensional Behaviour of Some Two-Sample Tests Based on Ball Divergence
by: Banerjee, Bilol, et al.
Published: (2022) -
A nonparametric test of spherical symmetry applicable to high dimensional data
by: Banerjee, Bilol, et al.
Published: (2024) -
Exact distribution-free tests of spherical symmetry applicable to high dimensional data
by: Banerjee, Bilol, et al.
Published: (2024) -
Efficient High-Dimensional Conditional Independence Testing
by: Banerjee, Bilol
Published: (2025) -
A Ball Divergence Based Measure For Conditional Independence Testing
by: Banerjee, Bilol, et al.
Published: (2024)