6 citations · 6 across the 1 of their papers we have counts for
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stat.ME2019
Online Change-Point Detection in High-Dimensional Covariance Structure with Application to Dynamic Networks
Lingjun Li, Jun Li
In this paper, we develop an online change-point detection procedure in the covariance structure of high-dimensional data. A new stopping rule is proposed to terminate the process…
stat.ME2019★ 6 cited
Change Point Detection in the Mean of High-Dimensional Time Series Data under Dependence
Jun Li, Minya Xu, Ping-Shou Zhong +1
High-dimensional time series are characterized by a large number of measurements and complex dependence, and often involve abrupt change points. We propose a new procedure to detec…