5 citations · 12 across the 9 of their papers we have counts for
3 papers · 2 filters
High-dimensional Change-point Detection Using Generalized Homogeneity Metrics
Shubhadeep Chakraborty, Runmin Wang, Xianyang Zhang
Change-point detection is a classical problem in statistics. We address the problem of detecting abrupt changes in the data-generating distributions of a sequence of high-dimension…
Adaptive Inference for Change Points in High-Dimensional Data
Yangfan Zhang, Runmin Wang, Xiaofeng Shao
In this article, we propose a class of test statistics for a change point in the mean of high-dimensional independent data. Our test integrates the U-statistic based approach in a…
Adaptive Change Point Monitoring for High-Dimensional Data
Teng Wu, Runmin Wang, Hao Yan +1
In this paper, we propose a class of monitoring statistics for a mean shift in a sequence of high-dimensional observations. Inspired by the recent U-statistic based retrospective t…