134 citations · 134 across the 7 of their papers we have counts for
8 papers
Robust Multi-Source Domain Adaptation under Label Shift
Congbin Xu, Chengde Qian, Zhaojun Wang +1
As the volume of data continues to expand, it becomes increasingly common for data to be aggregated from multiple sources. Leveraging multiple sources for model training typically…
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…
Changepoint Detection in Complex Models: Cross-Fitting Is Needed
Chengde Qian, Guanghui Wang, Zhaojun Wang +1
Changepoint detection is commonly formulated by minimizing the sum of in-sample losses to quantify the model's overall fit. However, for flexible modeling procedures -- especially…
Conditional Testing based on Localized Conformal p-values
Xiaoyang Wu, Lin Lu, Zhaojun Wang +1
In this paper, we address conditional testing problems through the conformal inference framework. We define the localized conformal p-values by inverting prediction intervals and p…
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…
Adaptive Testing for Alphas in Conditional Factor Models with High Dimensional Assets
Huifang MA, Long Feng, Zhaojun Wang
This paper focuses on testing for the presence of alpha in time-varying factor pricing models, specifically when the number of securities N is larger than the time dimension of the…
Spatial-sign based High Dimensional White Noises Test
Ping Zhao, Dachuan Chen, Zhaojun Wang
A spatial-sign based test procedure is proposed for high dimensional white noise test in this paper. We establish the limit null distribution and give the asymptotical relative eff…
Nonparametric maximum likelihood approach to multiple change-point problems
Changliang Zou, Guosheng Yin, Long Feng +1
In multiple change-point problems, different data segments often follow different distributions, for which the changes may occur in the mean, scale or the entire distribution from…