2 papers
math.ST2019
Nonparametric Multiple Change Point Detection for Non-Stationary Times Series
Zixiang Guan, Gemai Chen
This article considers a nonparametric method for detecting change points in non-stationary time series. The proposed method will divide the time series into several segments so th…
stat.ME2016
Projection Sparse Principal Component Analysis: an efficient least squares method
Giovanni Maria Merola
We propose a new sparse principal component analysis (SPCA) method in which the solutions are obtained by projecting the full cardinality principal components onto subsets of varia…