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Change point estimation in high dimensional Markov random-field models

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  • Sandipan Roy
  • Yves Atchadé
  • George Michailidis

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  • Sandipan Roy & Yves Atchadé & George Michailidis, 2017. "Change point estimation in high dimensional Markov random-field models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(4), pages 1187-1206, September.
    • Handle: RePEc:bla:jorssb:v:79:y:2017:i:4:p:1187-1206
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    File URL: http://hdl.handle.net/10.1111/rssb.12205
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    References listed on IDEAS

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    1. Moody, James & Mucha, Peter J., 2013. "Portrait of Political Party Polarization – ERRATUM," Network Science, Cambridge University Press, vol. 1(2), pages 251-251, August.
    2. Moody, James & Mucha, Peter J., 2013. "Portrait of Political Party Polarization1," Network Science, Cambridge University Press, vol. 1(1), pages 119-121, April.
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    Cited by:

    1. Neil Hwang & Jiarui Xu & Shirshendu Chatterjee & Sharmodeep Bhattacharyya, 2022. "The Bethe Hessian and Information Theoretic Approaches for Online Change-Point Detection in Network Data," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(1), pages 283-320, June.
    2. Pang, Tianxiao & Du, Lingjie & Chong, Terence Tai-Leung, 2021. "Estimating multiple breaks in nonstationary autoregressive models," Journal of Econometrics, Elsevier, vol. 221(1), pages 277-311.
    3. Yana Melnykov & Marcus Perry, 2024. "On Robust Change Point Detection and Estimation in Multisubject Studies," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 86(2), pages 827-879, August.
    4. Sayantan Banerjee & Kousik Guhathakurta, 2019. "Change-point Analysis in Financial Networks," Papers 1911.05952, arXiv.org.

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