331 citations · 1.8k across the 71 of their papers we have counts for
16 papers · 1 filter
Multilayer random dot product graphs: Estimation and online change point detection
Fan Wang, Wanshan Li, Oscar Hernan Madrid Padilla +2
We study the multilayer random dot product graph (MRDPG) model, an extension of the random dot product graph to multilayer networks. To estimate the edge probabilities, we deploy a…
Divide and Conquer Dynamic Programming: An Almost Linear Time Change Point Detection Methodology in High Dimensions
Wanshan Li, Daren Wang, Alessandro Rinaldo
We develop a novel, general and computationally efficient framework, called Divide and Conquer Dynamic Programming (DCDP), for localizing change points in time series data with hig…
Detecting Abrupt Changes in Sequential Pairwise Comparison Data
Wanshan Li, Daren Wang, Alessandro Rinaldo
The Bradley-Terry-Luce (BTL) model is a classic and very popular statistical approach for eliciting a global ranking among a collection of items using pairwise comparison data. In…
E-detectors: a nonparametric framework for sequential change detection
Jaehyeok Shin, Aaditya Ramdas, Alessandro Rinaldo
Sequential change detection is a classical problem with a variety of applications. However, the majority of prior work has been parametric, for example, focusing on exponential fam…
Localizing Changes in High-Dimensional Regression Models
Alessandro Rinaldo, Daren Wang, Qin Wen +2
This paper addresses the problem of localizing change points in high-dimensional linear regression models with piecewise constant regression coefficients. We develop a dynamic prog…
Optimal nonparametric change point detection and localization
Oscar Hernan Madrid Padilla, Yi Yu, Daren Wang +1
We study change point detection and localization for univariate data in fully nonparametric settings in which, at each time point, we acquire an i.i.d. sample from an unknown distr…