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08/30/2023
Temporal-spatial model via Trend Filtering
This research focuses on the estimation of a non-parametric regression f...
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01/27/2023
Change point detection and inference in multivariable nonparametric models under mixing conditions
This paper studies multivariate nonparametric change point localization ...
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01/26/2023
Divide and Conquer Dynamic Programming: An Almost Linear Time Change Point Detection Methodology in High Dimensions
We develop a novel, general and computationally efficient framework, cal...
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07/25/2022
Change point inference in high-dimensional regression models under temporal dependence
This paper concerns about the limiting distributions of change point est...
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05/25/2022
Detecting Abrupt Changes in Sequential Pairwise Comparison Data
The Bradley-Terry-Luce (BTL) model is a classic and very popular statist...
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05/19/2022
Change-point Detection for Sparse and Dense Functional Data in General Dimensions
We study the problem of change-point detection and localisation for func...
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05/08/2022
Optimal Change-point Testing for High-dimensional Linear Models with Temporal Dependence
This paper studies change-point testing for high-dimensional linear mode...
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01/14/2021
Optimal network online change point localisation
We study the problem of online network change point detection. In this s...
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12/01/2020
Functional Linear Regression with Mixed Predictors
We study a functional linear regression model that deals with functional...
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11/27/2020
Functional Autoregressive Processes in Reproducing Kernel Hilbert Spaces
We study the estimation and prediction of functional autoregressive (FAR...
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10/20/2020
Localizing Changes in High-Dimensional Regression Models
This paper addresses the problem of localizing change points in high-dim...
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06/05/2020
Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes
High-dimensional self-exciting point processes have been widely used in ...
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06/05/2020
A Note on Online Change Point Detection
Online change point detection is originated in sequential analysis, whic...
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10/29/2019
Optimal nonparametric multivariate change point detection and localization
We study the multivariate nonparametric change point detection problem, ...
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09/12/2019
Localizing Changes in High-Dimensional Vector Autoregressive Processes
Autoregressive models capture stochastic processes in which past realiza...
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06/26/2019
Statistically and Computationally Efficient Change Point Localization in Regression Settings
Detecting when the underlying distribution changes from the observed tim...
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05/24/2019
Optimal nonparametric change point detection and localization
We study change point detection and localization for univariate data in ...
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10/22/2018
Univariate Mean Change Point Detection: Penalization, CUSUM and Optimality
The problem of univariate mean change point detection and localization b...
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09/25/2018
Optimal Change Point Detection and Localization in Sparse Dynamic Networks
We study the problem of change point detection and localization in dynam...
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12/28/2017
Optimal Covariance Change Point Detection in High Dimension
We study the problem of change point detection for covariance matrices i...
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10/08/2015
