34 citations · 176 across the 21 of their papers we have counts for
4 papers · 1 filter
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…
Localising change points in piecewise polynomials of general degrees
Yi Yu, Sabyasachi Chatterjee, Haotian Xu
In this paper we are concerned with a sequence of univariate random variables with piecewise polynomial means and independent sub-Gaussian noise. The underlying polynomials are all…
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…
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…