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5. Fast change-points detection in high-dimension:a combination of global and local segmentations

Fast change-points detection in high-dimension:a combination of global and local segmentations

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：shijunfengmm

【摘 要】

：

Change-point detection is an integral component of statistical modeling and estimation.For high-dimensional data,classical methods based on the Mahalanobis distance are typically in-applicable.

【作 者】

：

Yunlong Wang Changliang Zou Zhaojun Wang 

【机 构】

：

Nankai University,300071,China

【出 处】

：

上海交通大学

【发表日期】

：

2016年4期

【关键词】

：

BIC Consistency Dynamic programming Large p small n Temporal screening 

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　　Change-point detection is an integral component of statistical modeling and estimation.For high-dimensional data,classical methods based on the Mahalanobis distance are typically in-applicable.

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