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Changepoints are a very common feature of Big Data that arrive in the form of a data stream.
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Wang, T. and Samworth, R. J. (2016) InspectChangepoint: high-dimensional changepoint estimation via sparse projection. R package version 1.0, https://cran.r-project.org/web/packages/InspectChangepoint/
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Soh, Y. S. and Chandrasekaran, V. (2017) High-dimensional change-point estimation: combining filtering with convex optimization · 2017
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Submitted
Wang, T. and Samworth, R. J. (2017) Online supplementary material to ‘High-dimensional changepoint estimation via sparse projection’ · 2017
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Zhang, N. R., Siegmund, D. O., Ji, H. and Li, J. Z. (2010) Detecting simultaneous changepoints in multiple sequences. Biometrika , 97
2017
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Wang, T. and Samworth, R. J. (2017) High-dimensional changepoint estimation via sparse projection. Submitted
2017
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