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07/19/2021
Inference for Change Points in High Dimensional Mean Shift Models
We consider the problem of constructing confidence intervals for the loc...
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05/20/2021
Segmentation of high dimensional means over multi-dimensional change points and connections to regression trees
This article is motivated by the objective of providing a new analytical...
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07/03/2020
Inference on the change point in high dimensional time series models via plug in least squares
We study a plug in least squares estimator for the change point paramete...
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07/03/2020
Inference on the change point in high dimensional time series models via plug in least square
We study a plug in least squares estimator for the change point paramete...
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05/19/2020
Inference on the Change Point in High Dimensional Dynamic Graphical Models
We propose a new estimator for the change point parameter in a dynamic h...
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09/17/2019
Inference on the change point with the jump size near the boundary of the region of detectability in high dimensional time series models
We develop a projected least squares estimator for the change point para...
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06/11/2019
Detection and estimation of parameters in high dimensional multiple change point regression models via ℓ_1/ℓ_0 regularization and discrete optimization
Binary segmentation, which is sequential in nature is thus far the most ...
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05/09/2018
