3 papers
stat.ME2026
Nonparametric Multi Change Point Detection for Markov Chains via Adaptive Clustering
Imon Banerjee, Jiaqi Lei, Sanjay Mehrotra
Offline change point detection tries to detect time points of distribution change in a given data sequence; and is now routinely used in signal processing, speech processing, clima…
math.OC2025
A Framework for Stochastic Fairness in Dominant Resource Allocation with Cloud Computing Applications
Jiaqi Lei, Akhil Singla, Sanjay Mehrotra
Allocation of limited resources under uncertain requirements often necessitates fairness considerations, with applications in computer systems, health systems, and humanitarian log…
math.OC2024
Convergence and Bound Computation for Chance Constrained Distributionally Robust Models using Sample Approximation
Jiaqi Lei, Sanjay Mehrotra
This paper considers a distributionally robust chance constraint model with a general ambiguity set. We show that a sample based approximation of this model converges under suitabl…