Multiple change points detection in low rank and sparse high dimensional vector autoregressive models P Bai, A Safikhani, G Michailidis IEEE Transactions on Signal Processing 68, 3074-3089, 2020 | 28 | 2020 |
Multiple change point detection in reduced rank high dimensional vector autoregressive models P Bai, A Safikhani, G Michailidis Journal of the American Statistical Association 118 (544), 2776-2792, 2023 | 12 | 2023 |
Multiple Change Point Detection in Structured VAR Models: the VARDetect R Package P Bai, Y Bai, A Safikhani, G Michailidis arXiv preprint arXiv:2105.11007, 2021 | 4 | 2021 |
A fast detection method of break points in effective connectivity networks P Bai, A Safikhani, G Michailidis IEEE Transactions on Medical Imaging 41 (5), 1017-1030, 2021 | 1 | 2021 |
VARDetect: Multiple Change Point Detection in Structural VAR Models P Bai, Y Bai, A Safikhani, G Michailidis R package version, 2021 | | 2021 |
LSVAR: Estimation of Low Rank Plus Sparse Structured Vector Auto-Regressive (VAR) Model P Bai R package version, 2021 | | 2021 |
Multiple Change Points Detection in Vector Autoregressive Models P Bai University of Florida, 2021 | | 2021 |