Pith Number

pith:RX4BOHG5

pith:2026:RX4BOHG54BK6LYBX62CGKKNQL3

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Change-point detection in variance-covariance matrix

Benjamin Poignard, Ying Lin

A Group Fused LASSO plus LASSO approach with adaptive weights detects change points in piecewise-constant sparse covariance matrices and yields consistent estimators under stated conditions.

arxiv:2605.12881 v1 · 2026-05-13 · stat.ME

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Claims

C1strongest claim

We establish the conditions under which the estimated change points and the sparse estimators within each segment are consistent.

C2weakest assumption

The variance-covariance matrix evolves in a piecewise constant manner.

C3one line summary

A Group Fused LASSO plus LASSO approach with adaptive weights detects change points in piecewise-constant sparse covariance matrices and yields consistent estimators under stated conditions.

References

82 extracted · 82 resolved · 0 Pith anchors

[1] Abadir, K.M. and J.R. Magnus. Matrix algebra. 2005 2005

[2] Journal of Business & Economic Statistics , volume= 2006

[3] Merlev\`ede, Florence and Peligrad, Magda and Emmanuel Rio , journal=. A. 2011 , publisher= 2011

[4] The Econometrics Journal , volume= 2023

[5] Journal of Business & Economic Statistics , volume= 2019

Receipt and verification

First computed	2026-05-18T03:09:11.090832Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

8df8171cdde055e5e037f6846529b05ece007346e8c51085570f276d2a5fb7fe

Aliases

arxiv: 2605.12881 · arxiv_version: 2605.12881v1 · doi: 10.48550/arxiv.2605.12881 · pith_short_12: RX4BOHG54BK6 · pith_short_16: RX4BOHG54BK6LYBX · pith_short_8: RX4BOHG5

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Verify this Pith Number yourself

curl -sH 'Accept: application/ld+json' https://pith.science/pith/RX4BOHG54BK6LYBX62CGKKNQL3 \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 8df8171cdde055e5e037f6846529b05ece007346e8c51085570f276d2a5fb7fe

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "3dc3c38fa4dd24e36bc70f598646940795755745262f4a1bcbfe148470e9aa32",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "stat.ME",
    "submitted_at": "2026-05-13T01:53:00Z",
    "title_canon_sha256": "0c1d4428c71e3c185cc7eb9608cafebe3e98a70036a2d942e2267e8746c81cee"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2605.12881",
    "kind": "arxiv",
    "version": 1
  }
}