3 papers
stat.AP2023
Sequential Kalman filter for fast online changepoint detection in longitudinal health records
Hanmo Li, Yuedong Wang, Mengyang Gu
This article introduces the sequential Kalman filter, a computationally scalable approach for online changepoint detection with temporally correlated data. The temporal correlation…
stat.ME2020
Gaussian orthogonal latent factor processes for large incomplete matrices of correlated data
Mengyang Gu, Hanmo Li
We introduce Gaussian orthogonal latent factor processes for modeling and predicting large correlated data. To handle the computational challenge, we first decompose the likelihood…
stat.AP2020
Robust estimation of SARS-CoV-2 epidemic in US counties
Hanmo Li, Mengyang Gu
The COVID-19 outbreak is asynchronous in US counties. Mitigating the COVID-19 transmission requires not only the state and federal level order of protective measures such as social…