Wei-Biao Wu

activity

20072026

most citedStrong invariance principles for dependent random variables

179 citations · 254 across the 7 of their papers we have counts for

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2 papers · 1 filter

math.ST2022

$ℓ^{2}$ Inference for Change Points in High-Dimensional Time Series via a Two-Way MOSUM

Jiaqi Li, Likai Chen, Weining Wang +1

We propose an inference method for detecting multiple change points in high-dimensional time series, targeting dense or spatially clustered signals. Our method aggregates moving su…

math.ST2022

Sequential Detection of Common Change in High-dimensional Data Stream

Yanhong Wu, Wei Biao Wu

After obtaining an accurate approximation for $A R L_{0}$ , we first consider the optimal design of weight parameter for a multivariate EWMA chart that minimizes the stationary average…

ℓ2 Inference for Change Points in High-Dimensional Time Series via a Two-Way MOSUM

Sequential Detection of Common Change in High-dimensional Data Stream

$ℓ^{2}$ Inference for Change Points in High-Dimensional Time Series via a Two-Way MOSUM