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07/10/2023
Two-Sample and Change-Point Inference for Non-Euclidean Valued Time Series
Data objects taking value in a general metric space have become increasi...
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04/13/2023
Slicing-free Inverse Regression in High-dimensional Sufficient Dimension Reduction
Sliced inverse regression (SIR, Li 1991) is a pioneering work and the mo...
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03/20/2023
Dimension-agnostic Change Point Detection
Change point testing is a well-studied problem in statistics. Owing to t...
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03/14/2023
Adaptive Testing for High-dimensional Data
In this article, we propose a class of L_q-norm based U-statistics for a...
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02/23/2023
Testing Serial Independence of Object-Valued Time Series
We propose a novel method for testing serial independence of object-valu...
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12/28/2022
Statistical inference for high-dimensional spectral density matrix
The spectral density matrix is a fundamental object of interest in time ...
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09/11/2022
Testing the martingale difference hypothesis in high dimension
In this paper, we consider testing the martingale difference hypothesis ...
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06/06/2022
Robust Inference for Change Points in High Dimension
This paper proposes a new test for a change point in the mean of high-di...
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02/18/2022
On Variance Estimation of Random Forests
Ensemble methods, such as random forests, are popular in applications du...
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12/10/2021
Segmenting Time Series via Self-Normalization
We propose a novel and unified framework for change-point estimation in ...
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09/30/2021
Two Sample Testing in High Dimension via Maximum Mean Discrepancy
Maximum Mean Discrepancy (MMD) has been widely used in the areas of mach...
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03/19/2021
Gaussian approximation and spatially dependent wild bootstrap for high-dimensional spatial data
In this paper, we establish a high-dimensional CLT for the sample mean o...
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01/29/2021
Adaptive Inference for Change Points in High-Dimensional Data
In this article, we propose a class of test statistics for a change poin...
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01/18/2021
Adaptive Change Point Monitoring for High-Dimensional Data
In this paper, we propose a class of monitoring statistics for a mean sh...
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07/09/2020
Time Series Analysis of COVID-19 Infection Curve: A Change-Point Perspective
In this paper, we model the trajectory of the cumulative confirmed cases...
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02/10/2020
Dating the Break in High-dimensional Data
This paper is concerned with estimation and inference for the location o...
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05/21/2019
Inference for Change Points in High Dimensional Data
This article considers change point testing and estimation for high dime...
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02/19/2019
Interpoint Distance Based Two Sample Tests in High Dimension
In this paper, we study a class of two sample test statistics based on i...
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02/08/2019
Distance-based and RKHS-based Dependence Metrics in High Dimension
In this paper, we study distance covariance, Hilbert-Schmidt covariance ...
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02/14/2018