Kavli Affiliate: Feng Long| Summary: High-dimensional distributions can change without altering means or covariances, while the number of affected coordinates is often unknown. We propose nonparametric procedures that address both challenges through standardized rank comparisons of marginal distributions. Sum and maximum scans target dense and sparse changes, and a Cauchy combination adapts to unknown sparsity. […]
Continue.. Nonparametric Change-Point Detection and Inference for High-Dimensional Distributions