36 citations · 226 across the 25 of their papers we have counts for
4 papers · 1 filter
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…
Statistically and Computationally Efficient Change Point Localization in Regression Settings
Daren Wang, Zifeng Zhao, Kevin Lin +1
Detecting when the underlying distribution changes for the observed time series is a fundamental problem arising in a broad spectrum of applications. In this paper, we study multip…
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…