The INI has a new website!

This is a legacy webpage. Please visit the new site to ensure you are seeing up to date information.

Skip to content



Nonparametric change-point detection with sparse alternatives

Harchaoui, Z (INRIA and LJK)
Wednesday 15 January 2014, 10:30-11:00

Seminar Room 1, Newton Institute


We consider the problem of detecting the change in mean in a sequence of Gaussian vectors. We assume that the change happens only in some of the components of the vector. We construct a nonparametric testing procedure that is adaptive to the number of changing components. Under high-dimensional assumptions we obtain the detection boundary and show the rate optimality of the test.


The video for this talk should appear here if JavaScript is enabled.
If it doesn't, something may have gone wrong with our embedded player.
We'll get it fixed as soon as possible.

Back to top ∧