36 citations · 226 across the 25 of their papers we have counts for
3 papers · 1 filter
Spatio-temporal model via Locally Adaptive Regression Splines
Carlos Misael Madrid Padilla, Oscar Hernan Madrid Padilla, Daren Wang
This paper focuses on the estimation of a non-parametric regression function in the presence of data with spatio-temporal dependencies. In such a context, we study Locally Adaptive…
Change point detection and inference in multivariable nonparametric models under mixing conditions
Carlos Misael Madrid Padilla, Haotian Xu, Daren Wang +2
This paper studies multivariate nonparametric change point localization and inference problems. The data consists of a multivariate time series with potentially short range depende…
Divide and Conquer Dynamic Programming: An Almost Linear Time Change Point Detection Methodology in High Dimensions
Wanshan Li, Daren Wang, Alessandro Rinaldo
We develop a novel, general and computationally efficient framework, called Divide and Conquer Dynamic Programming (DCDP), for localizing change points in time series data with hig…