Change Point Estimation in High Dimensional Markov Random-Field Models
From MaRDI portal
Publication:5364904
DOI10.1111/rssb.12205zbMath1373.62260arXiv1405.6176OpenAlexW2186953265WikidataQ38604960 ScholiaQ38604960MaRDI QIDQ5364904
No author found.
Publication date: 29 September 2017
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.6176
network analysisMarkov random fieldschange point analysishigh-dimensional inferenceprofile pseudolikelihood
Random fields; image analysis (62M40) Estimation in multivariate analysis (62H12) Applications of statistics to social sciences (62P25)
Related Items (14)
The Bethe Hessian and information theoretic approaches for online change-point detection in network data ⋮ Exact tests for offline changepoint detection in multichannel binary and count data with application to networks ⋮ Change-Point Detection for Graphical Models in the Presence of Missing Values ⋮ Improved estimation in tensor regression with multiple change-points ⋮ Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models ⋮ A Unified Framework for Change Point Detection in High-Dimensional Linear Models ⋮ Multiple Change Point Detection in Reduced Rank High Dimensional Vector Autoregressive Models ⋮ Inference problem in generalized fractional Ornstein-Uhlenbeck processes with change-point ⋮ Inference on the change point under a high dimensional sparse mean shift ⋮ Estimating multiple breaks in nonstationary autoregressive models ⋮ An empirical-characteristic-function-based change-point test for detection of multiple distributional changes ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Consistent multiple changepoint estimation with fused Gaussian graphical models
This page was built for publication: Change Point Estimation in High Dimensional Markov Random-Field Models
