348 citations · 1.2k across the 81 of their papers we have counts for
Showing 2017 · stat.MEShow all
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stat.ME2017★ 7 cited
Intelligent sampling for multiple change-points in exceedingly long time series with rate guarantees
Zhiyuan Lu, Moulinath Banerjee, George Michailidis
Change point estimation in its offline version is traditionally performed by optimizing over the data set of interest, by considering each data point as the true location parameter…
stat.ME2017★ 20 cited
Regularized Estimation and Testing for High-Dimensional Multi-Block Vector-Autoregressive Models
Jiahe Lin, George Michailidis
Dynamical systems comprising of multiple components that can be partitioned into distinct blocks originate in many scientific areas. A pertinent example is the interactions between…