output
19992026
most citedSparsistency and rates of convergence in large covariance matrix estimation

421 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2019 · stat.MEShow all

3 papers · 2 filters

stat.ME2019★ 20 cited

A Note on Exploratory Item Factor Analysis by Singular Value Decomposition

Haoran Zhang, Yunxiao Chen, Xiaoou Li

We revisit a singular value decomposition (SVD) algorithm given in Chen et al. (2019b) for exploratory Item Factor Analysis (IFA). This algorithm estimates a multidimensional IFA m…

stat.ME2019

Detecting linear trend changes in data sequences

Hyeyoung Maeng, Piotr Fryzlewicz

We propose TrendSegment, a methodology for detecting multiple change-points corresponding to linear trend changes in one dimensional data. A core ingredient of TrendSegment is a ne…

stat.ME2019★ 46 cited

Detecting multiple generalized change-points by isolating single ones

Andreas Anastasiou, Piotr Fryzlewicz

We introduce a new approach, called Isolate-Detect (ID), for the consistent estimation of the number and location of multiple generalized change-points in noisy data sequences. Exa…