2 papers
stat.ME2026
Structural Change Detection in High-Dimensional Transformed Factor Models via Canonical Correlation Analysis
Lei Jia, Shouri Hu, Zhaoxing Gao
This paper develops a canonical-correlation-based method for detecting structural changes in high-dimensional transformed factor models. The proposed approach exploits the low-rank…
cs.LG2024
Adjusted Expected Improvement for Cumulative Regret Minimization in Noisy Bayesian Optimization
Shouri Hu, Haowei Wang, Zhongxiang Dai +2
The expected improvement (EI) is one of the most popular acquisition functions for Bayesian optimization (BO) and has demonstrated good empirical performances in many applications…