3 papers
stat.ME2025
ART: Distribution-Free and Model-Agnostic Changepoint Detection with Finite-Sample Guarantees
Xiaolong Cui, Haoyu Geng, Guanghui Wang +2
We introduce ART, a distribution-free and model-agnostic framework for changepoint detection that provides finite-sample guarantees. ART transforms independent observations into re…
stat.ME2024
TUNE: Algorithm-Agnostic Inference after Changepoint Detection
Yinxu Jia, Jixuan Liu, Guanghui Wang +2
In multiple changepoint analysis, assessing the uncertainty of detected changepoints is crucial for enhancing detection reliability -- a topic that has garnered significant attenti…
stat.ME2022
Computationally efficient and data-adaptive changepoint inference in high dimension
Guanghui Wang, Long Feng
High-dimensional changepoint inference that adapts to various change patterns has received much attention recently. We propose a simple, fast yet effective approach for adaptive ch…