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08/30/2023
Temporal-spatial model via Trend Filtering
This research focuses on the estimation of a non-parametric regression f...
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06/27/2023
Multilayer random dot product graphs: Estimation and online change point detection
We study the multilayer random dot product graph (MRDPG) model, an exten...
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03/30/2023
Change Point Detection on a Separable Model for Dynamic Networks
This paper studies the change point detection problem in time series of ...
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01/27/2023
Change point detection and inference in multivariable nonparametric models under mixing conditions
This paper studies multivariate nonparametric change point localization ...
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11/25/2022
Variance change point detection with credible sets
This paper introduces a novel Bayesian approach to detect changes in the...
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08/07/2022
Kernel Biclustering algorithm in Hilbert Spaces
Biclustering algorithms partition data and covariates simultaneously, pr...
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07/26/2022
Variance estimation in graphs with the fused lasso
We study the problem of variance estimation in general graph-structured ...
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06/18/2022
Dynamic and heterogeneous treatment effects with abrupt changes
From personalised medicine to targeted advertising, it is an inherent ta...
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05/26/2022
A Partially Separable Temporal Model for Dynamic Valued Networks
The Exponential-family Random Graph Model (ERGM) is a powerful statistic...
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05/18/2022
Non-asymptotic confidence bands on the probability an individual benefits from treatment (PIBT)
The premise of this work, in a vein similar to predictive inference with...
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02/03/2022
Sequential Learning of the Topological Ordering for the Linear Non-Gaussian Acyclic Model with Parametric Noise
Causal discovery, the learning of causality in a data mining scenario, h...
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10/27/2021
Denoising and change point localisation in piecewise-constant high-dimensional regression coefficients
We study the theoretical properties of the fused lasso procedure origina...
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10/21/2021
Optimal partition recovery in general graphs
We consider a novel graph-structured change point problem. We observe a ...
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10/16/2021
Quantile Regression by Dyadic CART
In this paper we propose and study a version of the Dyadic Classificatio...
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10/05/2021
Non-parametric interpretable score based estimation of heterogeneous treatment effects
In the study of causal inference, statisticians show growing interest in...
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06/18/2021
Scalable Bayesian change point detection with spike and slab priors
We study the use of spike and slab priors for consistent estimation of t...
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05/27/2021
Lattice partition recovery with dyadic CART
We study piece-wise constant signals corrupted by additive Gaussian nois...
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01/14/2021
Optimal network online change point localisation
We study the problem of online network change point detection. In this s...
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12/03/2020
Non-parametric Quantile Regression via the K-NN Fused Lasso
Quantile regression is a statistical method for estimating conditional q...
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10/16/2020
Quantile regression with ReLU Networks: Estimators and minimax rates
Quantile regression is the task of estimating a specified percentile res...
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09/02/2020
Extensions to the Proximal Distance of Method of Constrained Optimization
The current paper studies the problem of minimizing a loss f(x) subject ...
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07/15/2020
Adaptive Quantile Trend Filtering
We study quantile trend filtering, a recently proposed method for one-di...
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06/05/2020
A Note on Online Change Point Detection
Online change point detection is originated in sequential analysis, whic...
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12/09/2019
Energy distance and kernel mean embeddings for two-sample survival testing
We study the comparison problem of distribution equality between two ran...
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12/04/2019
High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing
We propose a generalization of the linear panel quantile regression mode...
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11/18/2019
Change point localization in dependent dynamic nonparametric random dot product graphs
In this paper, we study the change point localization problem in a seque...
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10/29/2019
Optimal nonparametric multivariate change point detection and localization
We study the multivariate nonparametric change point detection problem, ...
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05/24/2019
Optimal nonparametric change point detection and localization
We study change point detection and localization for univariate data in ...
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07/31/2018
Adaptive Non-Parametric Regression With the K-NN Fused Lasso
The fused lasso, also known as total-variation denoising, is a locally-a...
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05/25/2018
Distributed Cartesian Power Graph Segmentation for Graphon Estimation
We study an extention of total variation denoising over images to over C...
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05/18/2018
Graphon estimation via nearest neighbor algorithm and 2D fused lasso denoising
We propose a class of methods for graphon estimation based on exploiting...
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05/19/2015
Vector-Space Markov Random Fields via Exponential Families
We present Vector-Space Markov Random Fields (VS-MRFs), a novel class of...
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02/24/2015
Tensor decomposition with generalized lasso penalties
We present an approach for penalized tensor decomposition (PTD) that est...
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04/12/2014
