3 papers
stat.ME2026
High-Dimensional Robust Change-Point Detection via Angular Kernel Statistics
Jyotishka Ray Choudhury, Yao Xie
We study nonparametric change-point detection for high-dimensional data in regimes where inference must be performed from small batches of observations. Our primary focus is the hi…
stat.ME2025
Beyond Maximum Likelihood: Variational Inequality Estimation for Generalized Linear Models
Linglingzhi Zhu, Jonghyeok Lee, Yao Xie
Generalized linear models (GLMs) are fundamental tools for statistical modeling, with maximum likelihood estimation (MLE) serving as the classical approach for parameter inference.…
stat.ML2024
Distributionally Robust Optimization via Iterative Algorithms in Continuous Probability Spaces
Linglingzhi Zhu, Yunqin Zhu, Yao Xie
We study distributionally robust optimization (DRO) for robust inference when the worst-case distribution is continuous, leading to significant computational challenges due to the…