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math.ST2022★ 2 cited
Joint Sequential Detection and Isolation for Dependent Data Streams
Anamitra Chaudhuri, Georgios Fellouris
The problem of joint sequential detection and isolation is considered in the context of multiple, not necessarily independent, data streams. A multiple testing framework is propose…
math.ST2022
A Cross Validation Framework for Signal Denoising with Applications to Trend Filtering, Dyadic CART and Beyond
Anamitra Chaudhuri, Sabyasachi Chatterjee
This paper formulates a general cross validation framework for signal denoising. The general framework is then applied to nonparametric regression methods such as Trend Filtering a…