Showing 2026Show all
2 papers · 1 filter
stat.ME2026
Adaptable High-Dimensional Change Point Detection via Ridge Regularization
Haoran Li, Haotian Xu
We study the problem of detecting multiple change points in the mean vectors of an independent sequence of high-dimensional observations. Targeting at detecting dense alternatives…
stat.ME2026
Online Change Point Detection for Multivariate Inhomogeneous Poisson Processes Time Series
Xiaokai Luo, Haotian Xu, Carlos Misael Madrid Padilla +1
We study online change point detection for multivariate inhomogeneous Poisson point process time series. This setting arises commonly in applications such as earthquake seismology,…