activity
20132023
most citedSeeded Binary Segmentation: A general methodology for fast and optimal change point detection

77 citations · 219 across the 17 of their papers we have counts for

collaborators

18 papers

cs.DS2023

A scalable clustering algorithm to approximate graph cuts

Leo Suchan, Housen Li, Axel Munk

Due to their computational complexity, graph cuts for cluster detection and identification are used mostly in the form of convex relaxations. We propose to utilize the original gra…

stat.ME2023

Quick Adaptive Ternary Segmentation: An Efficient Decoding Procedure For Hidden Markov Models

Alexandre Mösching, Housen Li, Axel Munk

Hidden Markov models (HMMs) are characterized by an unobservable Markov chain and an observable process -- a noisy version of the hidden chain. Decoding the original signal from th…

math.ST2023★ 3 cited

Adaptive minimax optimality in statistical inverse problems via SOLIT -- Sharp Optimal Lepskii-Inspired Tuning

Housen Li, Frank Werner

We consider statistical linear inverse problems in separable Hilbert spaces and filter-based reconstruction methods of the form , where is t…

stat.ME2021★ 4 cited

A Variational View on Statistical Multiscale Estimation

Markus Haltmeier, Housen Li, Axel Munk

We present a unifying view on various statistical estimation techniques including penalization, variational and thresholding methods. These estimators will be analyzed in the conte…

stat.CO2020★ 1 cited

Variational Multiscale Nonparametric Regression: Algorithms and Implementation

Miguel del Alamo, Housen Li, Axel Munk +1

Many modern statistically efficient methods come with tremendous computational challenges, often leading to large-scale optimisation problems. In this work, we examine such computa…

stat.ME2020★ 2 cited

Optimistic search: Change point estimation for large-scale data via adaptive logarithmic queries

Solt Kovács, Housen Li, Lorenz Haubner +2

Change point estimation is often formulated as a search for the maximum of a gain function describing improved fits when segmenting the data. Searching through all candidates requi…

stat.ME2020★ 2 cited

Seeded intervals and noise level estimation in change point detection: A discussion of Fryzlewicz (2020)

Solt Kovács, Housen Li, Peter Bühlmann

In this discussion, we compare the choice of seeded intervals and that of random intervals for change point segmentation from practical, statistical and computational perspectives.…

stat.ME2020★ 77 cited

Seeded Binary Segmentation: A general methodology for fast and optimal change point detection

Solt Kovács, Housen Li, Peter Bühlmann +1

In recent years, there has been an increasing demand on efficient algorithms for large scale change point detection problems. To this end, we propose seeded binary segmentation, an…

math.ST2018★ 3 cited

Frame-constrained Total Variation Regularization for White Noise Regression

Miguel del Álamo, Housen Li, Axel Munk

Despite the popularity and practical success of total variation (TV) regularization for function estimation, surprisingly little is known about its theoretical performance in a sta…

stat.CO2018

A linear time algorithm for multiscale quantile simulation

Chengcheng Huang, Housen Li, Lizhi Cheng +1

Change-point problems have appeared in a great many applications for example cancer genetics, econometrics and climate change. Modern multiscale type segmentation methods are consi…

math.NA2018

NETT: Solving Inverse Problems with Deep Neural Networks

Housen Li, Johannes Schwab, Stephan Antholzer +1

Recovering a function or high-dimensional parameter vector from indirect measurements is a central task in various scientific areas. Several methods for solving such inverse proble…

math.NA2017★ 20 cited

The Averaged Kaczmarz Iteration for Solving Inverse Problems

Housen Li, Markus Haltmeier

We introduce a new iterative regularization method for solving inverse problems that can be written as systems of linear or non-linear equations in Hilbert spaces. The proposed ave…

math.ST2017★ 20 cited

Multiscale Change-point Segmentation: Beyond Step Functions

Housen Li, Qinghai Guo, Axel Munk

Modern multiscale type segmentation methods are known to detect multiple change-points with high statistical accuracy, while allowing for fast computation. Underpinning theory has…

math.NA2017★ 11 cited

Empirical Risk Minimization as Parameter Choice Rule for General Linear Regularization Methods

Housen Li, Frank Werner

We consider the statistical inverse problem to recover from noisy measurements where is Gaussian white noise and a compact operator between Hilbert spaces…

math.ST2016★ 14 cited

The Essential Histogram

Housen Li, Axel Munk, Hannes Sieling +1

The histogram is widely used as a simple, exploratory display of data, but it is usually not clear how to choose the number and size of bins. We construct a confidence set of distr…

math.ST2015★ 9 cited

Variational Multiscale Nonparametric Regression: Smooth Functions

Markus Grasmair, Housen Li, Axel Munk

For the problem of nonparametric regression of smooth functions, we reconsider and analyze a constrained variational approach, which we call the MultIscale Nemirovski-Dantzig (MIND…

math.ST2014★ 45 cited

FDR-Control in Multiscale Change-point Segmentation

Housen Li, Axel Munk, Hannes Sieling

Fast multiple change-point segmentation methods, which additionally provide faithful statistical statements on the number, locations and sizes of the segments, have recently receiv…

math.NA2013★ 8 cited

Aggregated motion estimation for real-time MRI reconstruction

Housen Li, Markus Haltmeier, Shuo Zhang +2

Real-time magnetic resonance imaging (MRI) methods generally shorten the measuring time by acquiring less data than needed according to the sampling theorem. In order to obtain a p…