6 citations · 6 across the 2 of their papers we have counts for
3 papers
stat.ME2021
Max-Type and Sum-Type Procedures for Online Change-Point Detection in the Mean of High-Dimensional Data
Jun Li
We propose two procedures to detect a change in the mean of high-dimensional online data. One is based on a max-type U-statistic and another is based on a sum-type U-statistic. The…
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…