21 citations · 55 across the 35 of their papers we have counts for
4 papers · 1 filter
High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing
Alexandre Belloni, Mingli Chen, Oscar Hernan Madrid Padilla +2
We propose a generalization of the linear panel quantile regression model to accommodate both \textit{sparse} and \textit{dense} parts: sparse means while the number of covariates…
Change point localization in dependent dynamic nonparametric random dot product graphs
Oscar Hernan Madrid Padilla, Yi Yu, Carey E. Priebe
In this paper, we study the offline change point localization problem in a sequence of dependent nonparametric random dot product graphs. To be specific, assume that at every time…
Optimal nonparametric change point detection and localization
Oscar Hernan Madrid Padilla, Yi Yu, Daren Wang +1
We study change point detection and localization for univariate data in fully nonparametric settings in which, at each time point, we acquire an i.i.d. sample from an unknown distr…
Learning Gaussian DAGs from Network Data
Hangjian Li, Oscar Hernan Madrid Padilla, Qing Zhou
Structural learning of directed acyclic graphs (DAGs) or Bayesian networks has been studied extensively under the assumption that data are independent. We propose a new Gaussian DA…