2 citations · 2 across the 15 of their papers we have counts for
6 papers · 1 filter
Inference for Forecasting Accuracy: Pooled versus Individual Estimators in High-dimensional Panel Data
Tim Kutta, Martin Schumann, Holger Dette
Panels with large time and cross-sectional dimensions are a key data structure in social sciences and other fields. A central question in panel data analysis is whether…
Multiscale Change Point Detection for Functional Time Series
Tim Kutta, Holger Dette, Shixuan Wang
We study the problem of detecting and localizing multiple changes in the mean parameter of a Banach space-valued time series. The goal is to construct a collection of narrow confid…
TWIN: Two window inspection for online change point detection
Patrick Bastian, Tim Kutta
We propose a new class of sequential change point tests, both for changes in the mean parameter and in the overall distribution function. The methodology builds on a two-window ins…
Monitoring Violations of Differential Privacy over Time
Önder Askin, Tim Kutta, Holger Dette
Auditing differential privacy has emerged as an important area of research that supports the design of privacy-preserving mechanisms. Privacy audits help to obtain empirical estima…
Monitoring Time Series for Relevant Changes
Patrick Bastian, Tim Kutta, Rupsa Basu +1
We consider the problem of sequentially testing for changes in the mean parameter of a time series, compared to a benchmark period. Most tests in the literature focus on the null h…
General-Purpose -DP Estimation and Auditing in a Black-Box Setting
Önder Askin, Holger Dette, Martin Dunsche +4
In this paper we propose new methods to statistically assess -Differential Privacy (-DP), a recent refinement of differential privacy (DP) that remedies certain weaknesses of…