34 citations · 176 across the 21 of their papers we have counts for
4 papers · 1 filter
Spectral Analysis of High-dimensional Time Series
Mark Fiecas, Chenlei Leng, Weidong Liu +1
A useful approach for analysing multiple time series is via characterising their spectral density matrix as the frequency domain analog of the covariance matrix. When the dimension…
Univariate Mean Change Point Detection: Penalization, CUSUM and Optimality
Daren Wang, Yi Yu, Alessandro Rinaldo
The problem of univariate mean change point detection and localization based on a sequence of independent observations with piecewise constant means has been intensively studie…
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…