Benjamin D. Robinson

collaborators

2 papers

math.ST2025

Spectrally Robust Covariance Shrinkage for Hotelling's $T^{2}$ in High Dimensions

Benjamin D. Robinson, Van Latimer

We investigate covariance shrinkage for Hotelling's $T^{2}$ in the regime where the data dimension $p$ and the sample size $n$ grow in a fixed ratio -- without assuming that the popu…

eess.SP2025

High-Dimensional Sequential Change Detection

Robert Malinas, Dogyoon Song, Benjamin D. Robinson +1

We address the problem of detecting a change in the distribution of a high-dimensional multivariate normal time series. Assuming that the post-change parameters are unknown and est…

Spectrally Robust Covariance Shrinkage for Hotelling's T2 in High Dimensions

High-Dimensional Sequential Change Detection

Spectrally Robust Covariance Shrinkage for Hotelling's $T^{2}$ in High Dimensions