5 citations · 9 across the 5 of their papers we have counts for
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stat.ME2022
Drift vs Shift: Decoupling Trends and Changepoint Analysis
Haoxuan Wu, Toryn L. J. Schafer, Sean Ryan +1
We introduce a new approach for decoupling trends (drift) and changepoints (shifts) in time series. Our locally adaptive model-based approach for robustly decoupling combines Bayes…
stat.ME2020★ 4 cited
Trend and Variance Adaptive Bayesian Changepoint Analysis & Local Outlier Scoring
Haoxuan Wu, Toryn L. J. Schafer, David S. Matteson
We adaptively estimate both changepoints and local outlier processes in a Bayesian dynamic linear model with global-local shrinkage priors in a novel model we call Adaptive Bayesia…