2 papers
stat.ME2026
Change-point estimation for Weibull time series with copula-based Markov models
Li-Hsien Sun, Zong-Yuan Huang, Yi-Ling Huang +2
We study offline change-point estimation for time series data exhibiting nonlinear serial dependence. To address this problem, we propose a copula-based Markov chain model with Wei…
math.OC2026
Mean field social optimization: feedback person-by-person optimality and the dynamic programming equation
Minyi Huang, Shuenn-Jyi Sheu, Li-Hsien Sun
We consider mean field social optimization in nonlinear diffusion models. By dynamic programming with a representative agent employing cooperative optimizer selection, we derive a…