Hard thresholding rule is commonly adopted in feature screening procedures to screen out unimportant predictors for ultrahigh-dimensional data. However, different thresholds are required to adapt t…
In multiple change-point analysis, one of the main difficulties is to determine the number of change-points. Various consistent selection methods, including the use of Schwarz information criterion…
Monitoring large-scale datastreams with limited resources has become increasingly important for real-time detection of abnormal activities in many applications. Despite the availability of large da…