133 citations · 517 across the 19 of their papers we have counts for
21 papers
An Optimal False Discovery Rate Controlling Procedure for Changepoint Detection
Louis Davis, Guenther Walther
We consider the problem of detecting and localizing a growing number of changepoints in a sequence of independent observations. We propose a new method, Lean Bonferroni Detection -…
Beta-trees for testing multivariate goodness-of-fit and localizing deviations from a model
Valerie N. P. Ho, Guenther Walther
We introduce a novel goodness-of-fit (GOF) procedure based on Beta-tree partitions. A Beta-tree produces a data-adaptive partition of the sample space into regions and provides gua…
Fast and Optimal Changepoint Detection and Localization using Bonferroni Triplets
Jayoon Jang, Guenther Walther
The paper considers the problem of detecting and localizing changepoints in a sequence of independent observations. We propose to evaluate a local test statistic on a triplet of ti…
Beta-trees: Multivariate histograms with confidence statements
Guenther Walther, Qian Zhao
Multivariate histograms are difficult to construct due to the curse of dimensionality. Motivated by -d trees in computer science, we show how to construct an efficient data-adap…
Calibrating the scan statistic with size-dependent critical values: heuristics, methodology and computation
Guenther Walther
It is known that the scan statistic with variable window size favors the detection of signals with small spatial extent and there is a corresponding loss of power for signals with…
Confidence bands for a log-concave density
Guenther Walther, Alnur Ali, Xinyue Shen +1
We present a new approach for inference about a log-concave distribution: Instead of using the method of maximum likelihood, we propose to incorporate the log-concavity constraint…