We consider the problem of constructing asymptotically valid confidence intervals for the change point in a high-dimensional covariance shift setting. A novel estimator for the change point parameter is developed, and its asymptotic distribution …
We consider the problem of estimating the location of a single change point in a network generated by a dynamic stochastic block model mechanism. This model produces commu- nity structure in the network that exhibits change at a single time epoch. We …