C. L'evy-Leduc

activity

20092021

most citedDetection and localization of change-points in high-dimensional network traffic data

73 citations · 140 across the 10 of their papers we have counts for

collaborators

Showing 2009Show all

2 papers · 1 filter

math.ST2009

Asymptotic properties of U-processes under long-range dependence

Céline Lévy-Leduc, Hélène Boistard, Eric Moulines +2

Let $(X_{i})_{i \geq 1}$ be a stationary mean-zero Gaussian process with covariances $ρ(k)=\PE(X_{1}X_{k+1})$ satisfying: $ρ (0) = 1$ and $ρ (k) = k^{- D} L (k)$ where $D$ is in $(0, 1)$ and $…

stat.AP2009★ 73 cited

Detection and localization of change-points in high-dimensional network traffic data

Céline Lévy-Leduc, François Roueff

We propose a novel and efficient method, that we shall call TopRank in the following paper, for detecting change-points in high-dimensional data. This issue is of growing concern t…