V. Jandhyala

activity

20102020

most citedExact asymptotic distribution of change-point mle for change in the mean of Gaussian sequences

38 citations · 40 across the 3 of their papers we have counts for

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2 papers · 1 filter

math.ST2019

Inference on the change point with the jump size near the boundary of the region of detectability in high dimensional time series models

Abhishek Kaul, Venkata K Jandhyala, Stergios B Fotopoulos

We develop a projected least squares estimator for the change point parameter in a high dimensional time series model with a potential change point. Importantly we work under the s…

math.ST2019★ 2 cited

Detection and estimation of parameters in high dimensional multiple change point regression models via $ℓ_{1} / ℓ_{0}$ regularization and discrete optimization

Abhishek Kaul, Venkata K Jandhyala, Stergios B Fotopoulos

Binary segmentation, which is sequential in nature is thus far the most widely used method for identifying multiple change points in statistical models. Here we propose a top down…

Inference on the change point with the jump size near the boundary of the region of detectability in high dimensional time series models

Detection and estimation of parameters in high dimensional multiple change point regression models via ℓ1​/ℓ0​ regularization and discrete optimization

Detection and estimation of parameters in high dimensional multiple change point regression models via $ℓ_{1} / ℓ_{0}$ regularization and discrete optimization