Detecting change regions on spheres
Fuente:
arXiv
Saved in:
| Main Authors: | Su, Di, Chen, Yining, Wang, Tengyao |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
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)
Residual permutation test for regression coefficient testing
by: Wen, Kaiyue, et al.
Published: (2022)
by: Wen, Kaiyue, et al.
Published: (2022)
Coverage correlation: detecting singular dependencies between random variables
by: Yang, Xuzhi, et al.
Published: (2025)
by: Yang, Xuzhi, et al.
Published: (2025)
Detection of mean changes in partially observed functional data
by: Hudecová, Šárka, et al.
Published: (2025)
by: Hudecová, Šárka, et al.
Published: (2025)
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)
Nonparametric, tuning-free estimation of S-shaped functions
by: Feng, Oliver Y., et al.
Published: (2021)
by: Feng, Oliver Y., et al.
Published: (2021)
Bayesian change-plane regression
by: Ohnishi, Yuki, et al.
Published: (2026)
by: Ohnishi, Yuki, et al.
Published: (2026)
Gradual changes in functional time series
by: Bastian, Patrick, et al.
Published: (2024)
by: Bastian, Patrick, et al.
Published: (2024)
Optimal Spatial Anomaly Detection
by: Wang, Baiyu, et al.
Published: (2025)
by: Wang, Baiyu, et al.
Published: (2025)
Changepoint Detection in Complex Models: Cross-Fitting Is Needed
by: Qian, Chengde, et al.
Published: (2024)
by: Qian, Chengde, et al.
Published: (2024)
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)
TUNE: Algorithm-Agnostic Inference after Changepoint Detection
by: Jia, Yinxu, et al.
Published: (2024)
by: Jia, Yinxu, et al.
Published: (2024)
A spectral approach for online covariance change point detection
by: Bao, Zhigang, et al.
Published: (2026)
by: Bao, Zhigang, et al.
Published: (2026)
Higher-criticism for sparse multi-stream change-point detection
by: Gong, Tingnan, et al.
Published: (2024)
by: Gong, Tingnan, et al.
Published: (2024)
Reliever: Relieving the Burden of Costly Model Fits for Changepoint Detection
by: Qian, Chengde, et al.
Published: (2023)
by: Qian, Chengde, et al.
Published: (2023)
ART: Distribution-Free and Model-Agnostic Changepoint Detection with Finite-Sample Guarantees
by: Cui, Xiaolong, et al.
Published: (2025)
by: Cui, Xiaolong, et al.
Published: (2025)
Surrogate modeling for probability distribution estimation:uniform or adaptive design?
by: Su, Maijia, et al.
Published: (2024)
by: Su, Maijia, et al.
Published: (2024)
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)
Estimation beyond Missing (Completely) at Random
by: Ma, Tianyi, et al.
Published: (2024)
by: Ma, Tianyi, et al.
Published: (2024)
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)
Asymptotic theory for nonparametric testing of $k$-monotonicity in discrete distributions
by: Balabdaoui, Fadoua, et al.
Published: (2024)
by: Balabdaoui, Fadoua, et al.
Published: (2024)
Change Acceleration and Detection
by: Song, Yanglei, et al.
Published: (2017)
by: Song, Yanglei, et al.
Published: (2017)
Testing for similarity of dose response in multi-regional clinical trials
by: Dette, Holger, et al.
Published: (2024)
by: Dette, Holger, et al.
Published: (2024)
Likelihood distortion and Bayesian local robustness
by: Di Noia, Antonio, et al.
Published: (2024)
by: Di Noia, Antonio, et al.
Published: (2024)
Asymptotic Expansion and Bounds for the Bias of Empirical Tail Value-at-Risk
by: Gribkova, Nadezhda, et al.
Published: (2026)
by: Gribkova, Nadezhda, et al.
Published: (2026)
Deep learning with missing data
by: Ma, Tianyi, et al.
Published: (2025)
by: Ma, Tianyi, et al.
Published: (2025)
Semiparametric Causal Inference for Right-Censored Outcomes with Many Weak Invalid Instruments
by: Bu, Qiushi, et al.
Published: (2025)
by: Bu, Qiushi, et al.
Published: (2025)
The Exact Risks of Reference Panel-based Regularized Estimators
by: Su, Buxin, et al.
Published: (2024)
by: Su, Buxin, et al.
Published: (2024)
Detecting Parameter Instabilities in Functional Concurrent Linear Regression
by: Basu, Rupsa, et al.
Published: (2026)
by: Basu, Rupsa, et al.
Published: (2026)
Change-Point Detection for Object-valued Time Series
by: Zhang, Yi, et al.
Published: (2026)
by: Zhang, Yi, et al.
Published: (2026)
Simultaneous Feature Selection and Outlier Detection with Optimality Guarantees
by: Insolia, Luca, et al.
Published: (2020)
by: Insolia, Luca, et al.
Published: (2020)
Detecting Where Effects Occur by Testing Hypotheses in Order
by: Bowers, Jake, et al.
Published: (2026)
by: Bowers, Jake, et al.
Published: (2026)
Robust Inference Under Heteroskedasticity via the Hadamard Estimator
by: Dobriban, Edgar, et al.
Published: (2018)
by: Dobriban, Edgar, et al.
Published: (2018)
Collapsed Structured Block Models for Community Detection in Complex Networks
by: Papamichalis, Marios, et al.
Published: (2026)
by: Papamichalis, Marios, et al.
Published: (2026)
Identification and Inference for Structural Accelerated Failure Time Models via Instrument Interactions
by: Bu, Qiushi, et al.
Published: (2026)
by: Bu, Qiushi, et al.
Published: (2026)
When is it worthwhile to jackknife? Breaking the quadratic barrier for Z-estimators
by: Lin, Licong, et al.
Published: (2024)
by: Lin, Licong, 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)
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)
Adaptive Matrix Change Point Detection: Leveraging Structured Mean Shifts
by: Zhang, Xinyu, et al.
Published: (2024)
by: Zhang, Xinyu, et al.
Published: (2024)
Similar Items
-
Robust mean change point testing in high-dimensional data with heavy tails
by: Li, Mengchu, et al.
Published: (2023) -
Residual permutation test for regression coefficient testing
by: Wen, Kaiyue, et al.
Published: (2022) -
Coverage correlation: detecting singular dependencies between random variables
by: Yang, Xuzhi, et al.
Published: (2025) -
Detection of mean changes in partially observed functional data
by: Hudecová, Šárka, et al.
Published: (2025) -
Detection and inference of changes in high-dimensional linear regression with non-sparse structures
by: Cho, Haeran, et al.
Published: (2024)