2 papers
math.ST2026
Covariance scanning for adaptively optimal change point detection in high-dimensional linear models
Haeran Cho, Housen Li
This paper investigates the detection and estimation of a single change in high-dimensional linear models. We derive minimax lower bounds for the detection boundary and the estimat…
stat.ME2025
Detection and inference of changes in high-dimensional linear regression with non-sparse structures
Haeran Cho, Tobias Kley, Housen Li
For data segmentation in high-dimensional linear regression settings, the regression parameters are often assumed to be sparse segment-wise, which enables many existing methods to…