331 citations · 1.8k across the 71 of their papers we have counts for
9 papers · 1 filter
Cryptocurrency Price Prediction and Trading Strategies Using Support Vector Machines
David Zhao, Alessandro Rinaldo, Christopher Brookins
Few assets in financial history have been as notoriously volatile as cryptocurrencies. While the long term outlook for this asset class remains unclear, we are successful in making…
Optimal nonparametric multivariate change point detection and localization
Oscar Hernan Madrid Padilla, Yi Yu, Daren Wang +1
We study the multivariate nonparametric change point detection problem, where the data are a sequence of independent -dimensional random vectors whose distributions are piecewis…
Localizing Changes in High-Dimensional Vector Autoregressive Processes
Daren Wang, Yi Yu, Alessandro Rinaldo +1
Autoregressive models capture stochastic processes in which past realizations determine the generative distribution of new data; they arise naturally in a variety of industrial, bi…
Statistical Analysis of Nearest Neighbor Methods for Anomaly Detection
Xiaoyi Gu, Leman Akoglu, Alessandro Rinaldo
Nearest-neighbor (NN) procedures are well studied and widely used in both supervised and unsupervised learning problems. In this paper we are concerned with investigating the perfo…
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…
Are sample means in multi-armed bandits positively or negatively biased?
Jaehyeok Shin, Aaditya Ramdas, Alessandro Rinaldo
It is well known that in stochastic multi-armed bandits (MAB), the sample mean of an arm is typically not an unbiased estimator of its true mean. In this paper, we decouple three d…