We consider the problem of detecting a change in mean in a sequence of
Gaussian vectors. Under the alternative hypothesis, the change occurs only in
some subset of the components of the vector. We propose a test of the presence
of a change-point that is adaptive to the number of changing components. Under
the assumption that the vector dimension tends to infinity and the length of
the sequence grows slower than the dimension of the signal, we obtain the
detection boundary for this problem and prove its rate-optimality