2 papers
math.ST2024
Controlling the False Discovery Rate in Subspace Selection
Mateo Díaz, Venkat Chandrasekaran
Controlling the false discovery rate (FDR) is a popular approach to multiple testing, variable selection, and related problems of simultaneous inference. In many contemporary appli…
math.ST2015
High-Dimensional Change-Point Estimation: Combining Filtering with Convex Optimization
Yong Sheng Soh, Venkat Chandrasekaran
We consider change-point estimation in a sequence of high-dimensional signals given noisy observations. Classical approaches to this problem such as the filtered derivative method…