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Peiliang Bai
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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
232020
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
62023
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
22021
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
12021
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
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