5 papers · 1 filter
Goodness-of-Fit Testing for Groupwise Spherical Error Structures
Daria Tieplova, Nina Dörnemann, Tim Kutta
The analysis of large data panels is important in econometrics and beyond. Prediction and inference methods for such data typically rely on simplifying model assumptions for the co…
Online Change-Point Monitoring for Object-valued Time Series
Yi Zhang, Tim Kutta, Xiaofeng Shao
We develop closed- and open-end procedures for monitoring changes in the marginal distribution of object-valued time series. The method combines two distance-based Hilbert-space em…
Change Point Detection and Localization in High-Dimensional Time Series
Patrick Bastian, Daria Tieplova, Nina Dörnemann +1
We present new inference tools for change point detection in high-dimensional time series. We discuss two distinct statistical applications: First, sequential change point testing…
Does PCA Work for Rough Functional Data?
Tim Kutta, Nina Dörnemann, Piotr Kokoszka
Functional data analysis is concerned with the analysis of infinite-dimensional data functions. Functional principal component analysis (FPCA) is a key method to obtain finite-dime…
Iterative Data-Consistent Inversion with Multiple Push-forward Constraints
Tianyi Jiang, Troy Butler, Timothy Wildey +2
A foundational challenge in uncertainty quantification involves estimating a probability measure on the space of uncertain parameters such that its push-forward through a computati…