23 citations · 95 across the 16 of their papers we have counts for
8 papers · 1 filter
High-Dimensional Dynamic Pricing under Non-Stationarity: Learning and Earning with Change-Point Detection
Zifeng Zhao, Feiyu Jiang, Yi Yu +1
We consider a high-dimensional dynamic pricing problem under non-stationarity, where a firm sells products to sequentially arriving consumers that behave according to an unknow…
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…
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…
Change-point detection in dynamic networks via graphon estimation
Zifeng Zhao, Li Chen, Lizhen Lin
We propose a general approach for change-point detection in dynamic networks. The proposed method is model-free and covers a wide range of dynamic networks. The key idea behind our…
Alternating Pruned Dynamic Programming for Multiple Epidemic Change-Point Estimation
Zifeng Zhao, Chun Yip Yau
In this paper, we study the problem of multiple change-point detection for a univariate sequence under the epidemic setting, where the behavior of the sequence alternates between a…
A Composite Likelihood-based Approach for Change-point Detection in Spatio-temporal Processes
Zifeng Zhao, Ting Fung Ma, Wai Leong Ng +1
This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a n…
Enhanced Pricing and Management of Bundled Insurance Risks with Dependence-aware Prediction using Pair Copula Construction
Peng Shi, Zifeng Zhao
We propose a dependence-aware predictive modeling framework for multivariate risks stemmed from an insurance contract with bundling features - an important type of policy increasin…
Modeling Multivariate Time Series with Copula-linked Univariate D-vines
Zifeng Zhao, Peng Shi, Zhengjun Zhang
This paper proposes a novel multivariate time series model named Copula-linked univariate D-vines (CuDvine), which enables the simultaneous copula-based modeling of both temporal a…