36 citations · 226 across the 25 of their papers we have counts for
5 papers · 1 filter
Functional Linear Regression with Mixed Predictors
Daren Wang, Zifeng Zhao, Yi Yu +1
We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed mo…
Functional Autoregressive Processes in Reproducing Kernel Hilbert Spaces
Daren Wang, Zifeng Zhao, Rebecca Willett +1
We study the estimation and prediction of functional autoregressive~(FAR) processes, a statistical tool for modeling functional time series data. Due to the infinite-dimensional na…
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…
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…