2 papers
stat.ME2025
Sequential Change Detection in Correlation Structures with Window-Limited Statistics
Jie Gao, Liyan Xie, Zhaoyuan Li
We consider detecting change points in the correlation structure of streaming data with minimum assumptions posed on the underlying data distribution. Detection statistics are cons…
stat.ME2023
Efficient Change Point Detection and Estimation in High-Dimensional Correlation Matrices
Zhaoyuan Li, Jie Gao
This paper considers the problems of detecting a change point and estimating the location in the correlation matrices of a sequence of high-dimensional vectors, where the dimension…