289 citations · 1.2k across the 72 of their papers we have counts for
Showing 2019 · math.STShow all
2 papers · 2 filters
math.ST2019★ 20 cited
Localizing Changes in High-Dimensional Vector Autoregressive Processes
Daren Wang, Yi Yu, Alessandro Rinaldo +1
Autoregressive models capture stochastic processes in which past realizations determine the generative distribution of new data; they arise naturally in a variety of industrial, bi…
math.ST2019★ 23 cited
Statistically and Computationally Efficient Change Point Localization in Regression Settings
Daren Wang, Zifeng Zhao, Kevin Lin +1
Detecting when the underlying distribution changes for the observed time series is a fundamental problem arising in a broad spectrum of applications. In this paper, we study multip…