2 papers
stat.ME2024
Fast and Optimal Changepoint Detection and Localization using Bonferroni Triplets
Jayoon Jang, Guenther Walther
The paper considers the problem of detecting and localizing changepoints in a sequence of independent observations. We propose to evaluate a local test statistic on a triplet of ti…
stat.ME2023
Tight Distribution-Free Confidence Intervals for Local Quantile Regression
Jayoon Jang, Emmanuel Candès
It is well known that it is impossible to construct useful confidence intervals (CIs) about the mean or median of a response conditional on features without making stro…