3 papers
stat.ME2026
Multi-rank Subspace Change-point Detection with Application in Monitoring Robotic Swarms
Jonghyeok Lee, Yao Xie, Youngser Park +3
We study real-time detection of low-rank changes in the covariance structure of high-dimensional streaming data, motivated by robotic swarm monitoring. Building on the spiked covar…
stat.ME2026
Beyond Maximum Likelihood: Variational Inequality Estimation for Generalized Linear Models
Linglingzhi Zhu, Jonghyeok Lee, Yao Xie
Generalized linear models (GLMs) are fundamental tools for statistical modeling, with maximum likelihood estimation (MLE) serving as the classical approach for parameter inference.…
cs.LG2026
Kernel-based Optimally Weighted Conformal Time-Series Prediction
Jonghyeok Lee, Chen Xu, Yao Xie
In this work, we present a novel conformal prediction method for time-series, which we call Kernel-based Optimally Weighted Conformal Prediction Intervals (KOWCPI). Specifically, K…