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- W3200000222 abstract "Change point analysis aims to detect structural changes in a data sequence. It has always been an active research area since it was introduced in the 1950s. In modern statistical applications, however, high-throughput data with increasing dimensions are ubiquitous in fields ranging from economics, finance to genetics and engineering. For those problems, the earlier works are typically no longer applicable. As a result, the problem of testing a change point for high dimensional data sequences has been an important yet challenging task. In this paper, we first focus on models for at most one change point, and review recent state-of-art techniques for change point testing of high dimensional mean vectors and compare their theoretical properties. Based on that, we provide a survey of some extensions to general high dimensional parameters beyond mean vectors as well as strategies for testing multiple change points in high dimensions. Finally, we discuss some open problems for possible future research directions." @default.
- W3200000222 created "2021-09-27" @default.
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- W3200000222 date "2022-03-01" @default.
- W3200000222 modified "2023-10-12" @default.
- W3200000222 title "High dimensional change point inference: Recent developments and extensions" @default.
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- W3200000222 doi "https://doi.org/10.1016/j.jmva.2021.104833" @default.
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