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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.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…