21 citations · 31 across the 3 of their papers we have counts for
6 papers · 1 filter
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…
Localizing Changes in High-Dimensional Regression Models
Alessandro Rinaldo, Daren Wang, Qin Wen +2
This paper addresses the problem of localizing change points in high-dimensional linear regression models with piecewise constant regression coefficients. We develop a dynamic prog…
Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes
Daren Wang, Yi Yu, Rebecca Willett
High-dimensional self-exciting point processes have been widely used in many application areas to model discrete event data in which past and current events affect the likelihood o…
Optimal nonparametric change point detection and localization
Oscar Hernan Madrid Padilla, Yi Yu, Daren Wang +1
We study change point detection and localization for univariate data in fully nonparametric settings in which, at each time point, we acquire an i.i.d. sample from an unknown distr…
Optimal Change Point Detection and Localization in Sparse Dynamic Networks
Daren Wang, Yi Yu, Alessandro Rinaldo
We study the problem of change point localization in dynamic networks models. We assume that we observe a sequence of independent adjacency matrices of the same size, each correspo…
Confidence intervals for high-dimensional Cox models
Yi Yu, Jelena Bradic, Richard J. Samworth
The purpose of this paper is to construct confidence intervals for the regression coefficients in high-dimensional Cox proportional hazards regression models where the number of co…