36 citations · 226 across the 25 of their papers we have counts for
4 papers · 1 filter
Change point inference in high-dimensional regression models under temporal dependence
Haotian Xu, Daren Wang, Zifeng Zhao +1
This paper concerns about the limiting distributions of change point estimators, in a high-dimensional linear regression time series context, where a regression object $(y_t, X_t)…
Change-point Detection for Sparse and Dense Functional Data in General Dimensions
Carlos Misael Madrid Padilla, Daren Wang, Zifeng Zhao +1
We study the problem of change-point detection and localisation for functional data sequentially observed on a general d-dimensional space, where we allow the functional curves to…
Detecting Abrupt Changes in Sequential Pairwise Comparison Data
Wanshan Li, Daren Wang, Alessandro Rinaldo
The Bradley-Terry-Luce (BTL) model is a classic and very popular statistical approach for eliciting a global ranking among a collection of items using pairwise comparison data. In…
Optimal Change-point Testing for High-dimensional Linear Models with Temporal Dependence
Zifeng Zhao, Xiaokai Luo, Zongge Liu +1
In this paper, we study change-point testing for high-dimensional linear models, an important problem that has not been well explored in the literature. Specifically, we propose a…