2 papers
stat.ME2026
RKHS-Based Inference for Nonlinear Granger Causality via Conditional Centering
Yuhan Tian, Adam Waterbury, Marie-Christine Düker
Granger causality is commonly formulated through linear prediction in vector autoregressive models, limiting its ability to detect nonlinear predictive relationships. We propose a…
stat.ME2024
Sequential Change Point Detection in High-dimensional Vector Auto-regressive Models
Yuhan Tian, Abolfazl Safikhani
Sequential (online) change-point detection involves continuously monitoring time-series data and triggering an alarm when shifts in the data distribution are detected. We propose a…