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03/14/2023
High-Dimensional Dynamic Pricing under Non-Stationarity: Learning and Earning with Change-Point Detection
We consider a high-dimensional dynamic pricing problem under non-station...
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07/25/2022
Change point inference in high-dimensional regression models under temporal dependence
This paper concerns about the limiting distributions of change point est...
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05/19/2022
Change-point Detection for Sparse and Dense Functional Data in General Dimensions
We study the problem of change-point detection and localisation for func...
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05/08/2022
Optimal Change-point Testing for High-dimensional Linear Models with Temporal Dependence
This paper studies change-point testing for high-dimensional linear mode...
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04/15/2022
Speaker-Aware Mixture of Mixtures Training for Weakly Supervised Speaker Extraction
Dominant researches adopt supervised training for speaker extraction, wh...
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04/04/2022
Target Confusion in End-to-end Speaker Extraction: Analysis and Approaches
Recently, end-to-end speaker extraction has attracted increasing attenti...
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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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12/01/2020
Functional Linear Regression with Mixed Predictors
We study a functional linear regression model that deals with functional...
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11/27/2020
Functional Autoregressive Processes in Reproducing Kernel Hilbert Spaces
We study the estimation and prediction of functional autoregressive (FAR...
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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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10/13/2019
Regression for Copula-linked Compound Distributions with Applications in Modeling Aggregate Insurance Claims
In actuarial research, a task of particular interest and importance is t...
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08/05/2019
Change-point detection in dynamic networks via graphon estimation
We propose a general approach for change-point detection in dynamic netw...
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07/16/2019
Alternating Dynamic Programming for Multiple Epidemic Change-Point Estimation
In this paper, we study the problem of multiple change-point detection f...
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04/12/2019
A Composite Likelihood-based Approach for Change-point Detection in Spatio-temporal Process
This paper develops a unified, accurate and computationally efficient me...
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05/18/2018
Predictive Modeling of Multivariate Longitudinal Insurance Claims Using Pair Copula Construction
The bundling feature of a nonlife insurance contract often leads to mult...
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05/09/2018