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math.ST2025
Differentially private testing for relevant dependencies in high dimensions
Patrick Bastian, Holger Dette, Martin Dunsche
We investigate the problem of detecting dependencies between the components of a high-dimensional vector. Our approach advances the existing literature in two important respects. F…
math.ST2025
Sequential Outlier Detection in Non-Stationary Time Series
Florian Heinrichs, Patrick Bastian, Holger Dette
A novel method for sequential outlier detection in non-stationary time series is proposed. The method tests the null hypothesis of ``no outlier'' at each time point, addressing the…