Sparse graphical modeling of piecewise-stationary time series

No abstract is available for this paper.

• Publication year

  2011

• Venue

  IEEE International Conference on Acoustics, Speech, and Signal Processing

• Publication date

  2011-05-22

• Fields of study

  Mathematics, Computer Science, Environmental Science

• Identifiers
  DOI 10.1109/ICASSP.2011.5946893
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Applications of the lasso and grouped lasso to the estimation of sparse graphical models

  2010influential reference
• Estimating Multiple Frequency-Hopping Signal Parameters via Sparse Linear Regression

  2010cited by this paper
• Sparsity-aware estimation of nonlinear Volterra kernels

  2009cited by this paper
• Exploiting covariance-domain sparsity for dimensionality reduction

  2009cited by this paper
• The Elements of Statistical Learning: Data Mining, Inference, and Prediction, 2nd Edition

  2009cited by this paper
• Modeling changing dependency structure in multivariate time series

  2007cited by this paper
• PATHWISE COORDINATE OPTIMIZATION

  2007cited by this paper
• The Elements of Statistical Learning: Data Mining, Inference, and Prediction

  2004cited by this paper
• Optimal segmentation of signals and its application to image denoising and boundary feature extraction

  2004cited by this paper
• Fundamentals Of Statistical Signal Processing

  2001cited by this paper
• Model Selection Through Sparse Max Likelihood Estimation Model Selection Through Sparse Maximum Likelihood Estimation for Multivariate Gaussian or Binary Data

  year unknowncited by this paper

• New developments and perspectives on financial crisis indicators: How can signal processing enrich existing financial crises indicators?

  2025cites this paper
• Unsupervised Change Point Detection and Trend Prediction for Financial Time-Series Using a New CUSUM-Based Approach

  2022cites this paper
• Detecting global (cid:28)nancial crises over history: A multivariate nonlinear denoising strategy

  2022cites this paper
• Robust Time Series Dissimilarity Measure for Outlier Detection and Periodicity Detection

  2022cites this paper
• Two-Stage Framework for Seasonal Time Series Forecasting

  2021cites this paper
• Detecting global (cid:28)nancial crises over history: A new model-based indicator from signal theory

  2021cites this paper
• Online Joint Topology Identification and Signal Estimation with Inexact Proximal Online Gradient Descent

  2020cites this paper
• Online Joint Topology Identification and Signal Estimation From Streams With Missing Data

  2020cites this paper
• Offline detection of change-points in the mean for stationary graph signals

  2020cites this paper
• Inference on the Change Point in High Dimensional Dynamic Graphical Models

  2020cites this paper
• Consistent multiple changepoint estimation with fused Gaussian graphical models

  2020cites this paper
• Real-Time Video Content Popularity Detection Based on Mean Change Point Analysis

  2020cites this paper
• Online Topology Identification From Vector Autoregressive Time Series

  2019influential citation
• Change-Point Detection for Graphical Models in the Presence of Missing Values

  2019cites this paper
• Graph-based era segmentation of international financial integration

  2019cites this paper
• Nonlinear Structural Vector Autoregressive Models With Application to Directed Brain Networks

  2019cites this paper
• Topology Identification and Learning over Graphs: Accounting for Nonlinearities and Dynamics

  2018cites this paper
• DYNAMIC NETWORK IDENTIFICATION FROM NON-STATIONARY VECTOR AUTOREGRESSIVE TIME SERIES

  2018cites this paper
• ONLINE IDENTIFICATION OF DIRECTIONAL GRAPH TOPOLOGIES CAPTURING DYNAMIC AND NONLINEAR DEPENDENCIES†

  2018cites this paper
• Regularised inference for changepoint and dependency analysis in non-stationary processes

  2017cites this paper
• Online topology estimation for vector autoregressive processes in data networks

  2017cites this paper
• Learning Sparse Graphs for Prediction of Multivariate Data Processes

  2017cites this paper
• Multiple Changepoint Estimation in High-Dimensional Gaussian Graphical Models

  2017influential citation
• Learning Sparse Graphs for Prediction and Filtering of Multivariate Data Processes

  2017cites this paper
• Kernel-Based Structural Equation Models for Topology Identification of Directed Networks

  2016cites this paper
• Tracking dynamic piecewise-constant network topologies via adaptive tensor factorization

  2016cites this paper
• Context-aware edge similarity segmentation algorithm of time series

  2016cites this paper
• Nonlinear structural equation models for network topology inference

  2016cites this paper
• Tensor Decompositions for Identifying Directed Graph Topologies and Tracking Dynamic Networks

  2016cites this paper
• Nonlinear Structural Vector Autoregressive Models for Inferring Effective Brain Network Connectivity

  2016cites this paper
• Regularized Estimation of Piecewise Constant Gaussian Graphical Models: The Group-Fused Graphical Lasso

  2015cites this paper
• Big Data Analytics for Social Networks

  2015cites this paper
• Variational inference for graphical models of multivariate piecewise-stationary time series

  2015cites this paper
• Segmentation of biological multivariate time-series data

  2015cites this paper
• Beyond Gaussian : copula graphical models for non-Gaussian data

  2015cites this paper
• Estimating Dynamic Graphical Models from Multivariate Time-series Data

  2015cites this paper
• Estimating Dynamic Graphical Models from Multivariate Time-Series Data: Recent Methods and Results

  2015cites this paper
• Network inference and change point detection for piecewise-stationary time series

  2014cites this paper
• High dimensional changepoint detection with a dynamic graphical lasso

  2014cites this paper
• Proximal-Gradient Algorithms for Tracking Cascades Over Social Networks

  2014cites this paper
• Dynamic Structural Equation Models for Social Network Topology Inference

  2013cites this paper
• Partition Tree Weighting

  2012cites this paper
• ON-LINE VIDEO SEGMENTATION USING METHODS OF FAULT DETECTION IN MULTIDIMENSIONAL TIME SEQUENCES

  2012cites this paper