23 citations · 95 across the 16 of their papers we have counts for
5 papers · 1 filter
Regression for Copula-linked Compound Distributions with Applications in Modeling Aggregate Insurance Claims
Peng Shi, Zifeng Zhao
In actuarial research, a task of particular interest and importance is to predict the loss cost for individual risks so that informative decisions are made in various insurance ope…
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…
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…
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…