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stat.ME2024★ 4 cited
Penalized Sparse Covariance Regression with High Dimensional Covariates
Yuan Gao, Zhiyuan Zhang, Zhanrui Cai +3
Covariance regression offers an effective way to model the large covariance matrix with the auxiliary similarity matrices. In this work, we propose a sparse covariance regression (…
stat.ME2024
Model-free Change-point Detection using AUC of a Classifier
Rohit Kanrar, Feiyu Jiang, Zhanrui Cai
In contemporary data analysis, it is increasingly common to work with non-stationary complex data sets. These data sets typically extend beyond the classical low-dimensional Euclid…