34 citations · 176 across the 21 of their papers we have counts for
23 papers
Change point inference in high-dimensional regression models under temporal dependence
Haotian Xu, Daren Wang, Zifeng Zhao +1
This paper concerns about the limiting distributions of change point estimators, in a high-dimensional linear regression time series context, where a regression object $(y_t, X_t)…
Denoising and change point localisation in piecewise-constant high-dimensional regression coefficients
Fan Wang, Oscar Hernan Madrid Padilla, Yi Yu +1
We study the theoretical properties of the fused lasso procedure originally proposed by \cite{tibshirani2005sparsity} in the context of a linear regression model in which the regre…
Optimal partition recovery in general graphs
Yi Yu, Oscar Hernan Madrid Padilla, Alessandro Rinaldo
We consider a graph-structured change point problem in which we observe a random vector with piecewise constant but unknown mean and whose independent, sub-Gaussian coordinates cor…
Lattice partition recovery with dyadic CART
Oscar Hernan Madrid Padilla, Yi Yu, Alessandro Rinaldo
We study piece-wise constant signals corrupted by additive Gaussian noise over a -dimensional lattice. Data of this form naturally arise in a host of applications, and the tasks…
Locally private online change point detection
Thomas Berrett, Yi Yu
We study online change point detection problems under the constraint of local differential privacy (LDP) where, in particular, the statistician does not have access to the raw data…
Adversarially robust change point detection
Mengchu Li, Yi Yu
Change point detection is becoming increasingly popular in many application areas. On one hand, most of the theoretically-justified methods are investigated in an ideal setting wit…