3 papers
stat.ME2026
Adaptive Ridge-Regularized Hotelling Change-Point Tests for Functional Data
Ping Zhao, Long Feng
We propose a unified ridge-regularized Hotelling framework for detecting and locating mean changes in functional time series. A growing basis expansion converts the functional obse…
stat.ME2026
Cauchy Aggregation of Ridge-Regularized Hotelling Tests for High-Dimensional Change-Point Detection
Ping Zhao, Le Zhou, Long Feng
Ridge-regularized Hotelling-type (RHT) change-point tests depend on a ridge parameter , but the power-optimal value is determined by the unknown covariance structure and the unk…
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…