21 citations · 39 across the 5 of their papers we have counts for
5 papers · 1 filter
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…
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…