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math.ST2020
Goodness-of-Fit Test for Mismatched Self-Exciting Processes
Song Wei, Shixiang Zhu, Minghe Zhang +1
Recently there have been many research efforts in developing generative models for self-exciting point processes, partly due to their broad applicability for real-world application…
math.ST2019
Spectral CUSUM for Online Network Structure Change Detection
Minghe Zhang, Liyan Xie, Yao Xie
Detecting abrupt changes in the community structure of a network from noisy observations is a fundamental problem in statistics and machine learning. This paper presents an online…