Song Liu

activity

20122023

most citedChange-Point Detection in Time-Series Data by Relative Density-Ratio Estimation

450 citations · 495 across the 23 of their papers we have counts for

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Showing math.PRShow all

2 papers · 1 filter

math.PR2022

Edgeworth Expansion by Stein's Method

Xiao Fang, Song-Hao Liu

Edgeworth expansion provides higher-order corrections to the normal approximation for a probability distribution. The classical proof of Edgeworth expansion is via characteristic f…

math.PR2021★ 2 cited

Cramér-type Moderate Deviation for Quadratic Forms with a Fast Rate

Xiao Fang, Song-Hao Liu, Qi-Man Shao

Let $X_{1}, \dots, X_{n}$ be independent and identically distributed random vectors in $R^{d}$ . Suppose $E X_{1} = 0$ , $Cov (X_{1}) = I_{d}$ , where $I_{d}$ is the $d\times d…