Change-Point Detection for Graphical Models in the Presence of Missing Values
Work
Year: 2020
Type: article
Abstract: We propose estimation methods for change points in high-dimensional covariance structures with an emphasis on challenging scenarios with missing values. We advocate three imputation like methods and i... more
Institution ETH Zurich
Cites: 43
Cited by: 29
Related to: 10
FWCI: 3.091
Citation percentile (by year/subfield): 99.98
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Life on land
Open Access status: green
Funder European Research Council