6 papers
Stability-Aware Feature Design for Robust Watermark Detection in Machine-Generated Text
Sina Mansouri, Mohit Marvania, Abolfazl Safikhani
The widespread adoption of large language models (LLMs) has intensified the demand for principled methods to distinguish human from machine-generated text. Watermarking provides a…
Estimation of High-Dimensional Markov-Switching VAR Models with an Approximate EM Algorithm
Xiudi Li, Abolfazl Safikhani, Ali Shojaie
Regime shifts in high-dimensional time series arise naturally in many applications, from neuroimaging to finance. This problem has received considerable attention in low-dimensiona…
Longitudinal Omics Data Analysis: A Review on Models, Algorithms, and Tools
Ali R. Taheriyoun, Allen Ross, Abolfazl Safikhani +2
Longitudinal omics data (LOD) analysis is essential for understanding the dynamics of biological processes and disease progression over time. This review explores various statistic…
Optimal Change Point Detection and Inference in the Spectral Density of General Time Series Models
Sepideh Mosaferi, Abolfazl Safikhani, Peiliang Bai
This paper addresses the problem of detecting change points in the spectral density of time series, motivated by EEG analysis of seizure patients. Seizures disrupt coherence and fu…
Sequential Change Point Detection in High-dimensional Vector Auto-regressive Models
Yuhan Tian, Abolfazl Safikhani
Sequential (online) change-point detection involves continuously monitoring time-series data and triggering an alarm when shifts in the data distribution are detected. We propose a…
A Functional Coefficients Network Autoregressive Model
Hang Yin, Abolfazl Safikhani, George Michailidis
The paper introduces a flexible model for the analysis of multivariate nonlinear time series data. The proposed Functional Coefficients Network Autoregressive (FCNAR) model conside…