Motivated by this observation, we propose a technique for high-dimensional change-point estimation that combines the filtered derivative approach from previous ...

Motivated by this observation, we propose a technique for high-dimensional change-point estimation that combines the filtered derivative approach from previous ...

Nov 11, 2015 · Convex programming for change-point estimation. In this section, we describe our algorithm for high-dimensional change-point estimation by ...

The main result of this paper shows that the method performs change-point estimation reliably as long as the product of the smallest-sized change and the ...

change-point estimation that combines the filtered derivative approach ... Estimation: Combining Filtering with Convex Optimization,” CoRR, vol. abs ...

This paper addresses the H∞ filtering problem for time-delay systems with parameter uncertainty in a given convex polytope. To design a filter guaranteeing the ...

Abstract. We consider change-point estimation in a sequence of high-dimensional signals given noisy observations. Classical approaches to this problem such ...

Abstract—Change-point detection is of great interest in ap- plications such as target tracking, anomaly detection and trend filtering.

Bibliographic details on High-Dimensional Change-Point Estimation: Combining Filtering with Convex Optimization.

We propose a new method for changepoint estimation in partially observed, high‐dimensional time series that undergo a simultaneous change in mean in a ...