21 citations · 31 across the 3 of their papers we have counts for
8 papers · 1 filter
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…
Optimal network online change point localisation
Yi Yu, Oscar Hernan Madrid Padilla, Daren Wang +1
We study the problem of online network change point detection. In this setting, a collection of independent Bernoulli networks is collected sequentially, and the underlying distrib…
A Note on Online Change Point Detection
Yi Yu, Oscar Hernan Madrid Padilla, Daren Wang +1
We investigate sequential change point estimation and detection in univariate nonparametric settings, where a stream of independent observations from sub-Gaussian distributions wit…
Optimal nonparametric multivariate change point detection and localization
Oscar Hernan Madrid Padilla, Yi Yu, Daren Wang +1
We study the multivariate nonparametric change point detection problem, where the data are a sequence of independent -dimensional random vectors whose distributions are piecewis…
Localizing Changes in High-Dimensional Vector Autoregressive Processes
Daren Wang, Yi Yu, Alessandro Rinaldo +1
Autoregressive models capture stochastic processes in which past realizations determine the generative distribution of new data; they arise naturally in a variety of industrial, bi…