High-dimensional change-point estimation: Combining filtering with convex optimization

Yong Sheng Soh, Venkat Chandrasekaran. High-dimensional change-point estimation: Combining filtering with convex optimization. In IEEE International Symposium on Information Theory, ISIT 2015, Hong Kong, China, June 14-19, 2015. pages 151-155, IEEE, 2015. [doi]

Abstract

Abstract is missing.