activity
20092026
most citedBreak detection in the covariance structure of multivariate time series models

251 citations · 487 across the 35 of their papers we have counts for

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Showing 2019Show all

6 papers · 1 filter

stat.ME2019★ 6 cited

Fast and Fair Simultaneous Confidence Bands for Functional Parameters

Dominik Liebl, Matthew Reimherr

Quantifying uncertainty using confidence regions is a central goal of statistical inference. Despite this, methodologies for confidence bands in Functional Data Analysis are still…

stat.ME2019

Adaptive Function-on-Scalar Regression with a Smoothing Elastic Net

Ardalan Mirshani, Matthew Reimherr

This paper presents a new methodology, called AFSSEN, to simultaneously select significant predictors and produce smooth estimates in a high-dimensional function-on-scalar linear m…

cs.CR2019★ 4 cited

KNG: The K-Norm Gradient Mechanism

Matthew Reimherr, Jordan Awan

This paper presents a new mechanism for producing sanitized statistical summaries that achieve \emph{differential privacy}, called the \emph{K-Norm Gradient} Mechanism, or KNG. Thi…

cs.CR2019★ 4 cited

Elliptical Perturbations for Differential Privacy

Matthew Reimherr, Jordan Awan

We study elliptical distributions in locally convex vector spaces, and determine conditions when they can or cannot be used to satisfy differential privacy (DP). A requisite condit…

math.ST2019★ 1 cited

Optimal Function-on-Scalar Regression over Complex Domains

Matthew Reimherr, Bharath Sriperumbudur, Hyun Bin Kang

In this work we consider the problem of estimating function-on-scalar regression models when the functions are observed over multi-dimensional or manifold domains and with potentia…

cs.CR2019★ 10 cited

Benefits and Pitfalls of the Exponential Mechanism with Applications to Hilbert Spaces and Functional PCA

Jordan Awan, Ana Kenney, Matthew Reimherr +1

The exponential mechanism is a fundamental tool of Differential Privacy (DP) due to its strong privacy guarantees and flexibility. We study its extension to settings with summaries…