Xiaohui Chen

most citedEstimation of dynamic networks for high-dimensional nonstationary time series

5 citations · 5 across the 1 of their papers we have counts for

collaborators

3 papers

math.ST2020

Maximum likelihood estimation of potential energy in interacting particle systems from single-trajectory data

Xiaohui Chen

This paper concerns the parameter estimation problem for the quadratic potential energy in interacting particle systems from continuous-time and single-trajectory data. Even though…

math.ST2019★ 5 cited

Estimation of dynamic networks for high-dimensional nonstationary time series

Mengyu Xu, Xiaohui Chen, Wei Biao Wu

This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural break…

math.ST2019

Approximating high-dimensional infinite-order $U$ -statistics: statistical and computational guarantees

Yanglei Song, Xiaohui Chen, Kengo Kato

We study the problem of distributional approximations to high-dimensional non-degenerate $U$ -statistics with random kernels of diverging orders. Infinite-order $U$ -statistics (IOUS…

Maximum likelihood estimation of potential energy in interacting particle systems from single-trajectory data

Estimation of dynamic networks for high-dimensional nonstationary time series

Approximating high-dimensional infinite-order U-statistics: statistical and computational guarantees

Approximating high-dimensional infinite-order $U$ -statistics: statistical and computational guarantees