2 papers
math.ST2020
A Note on Online Change Point Detection
Yi Yu, Oscar Hernan Madrid Padilla, Daren Wang +1
We investigate sequential change point estimation and detection in univariate nonparametric settings, where a stream of independent observations from sub-Gaussian distributions wit…
math.ST2019
Optimal nonparametric multivariate change point detection and localization
Oscar Hernan Madrid Padilla, Yi Yu, Daren Wang +1
We study the multivariate nonparametric change point detection problem, where the data are a sequence of independent -dimensional random vectors whose distributions are piecewis…