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07/03/2023
Inference for Projection Parameters in Linear Regression: beyond d = o(n^1/2)
We consider the problem of inference for projection parameters in linear...
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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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06/25/2023
Dual Induction CLT for High-dimensional m-dependent Data
In this work, we provide a 1/√(n)-rate finite sample Berry-Esseen bound ...
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05/30/2023
Sharp high-probability sample complexities for policy evaluation with linear function approximation
This paper is concerned with the problem of policy evaluation with linea...
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01/26/2023
Divide and Conquer Dynamic Programming: An Almost Linear Time Change Point Detection Methodology in High Dimensions
We develop a novel, general and computationally efficient framework, cal...
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01/09/2023
A Sequential Test for Log-Concavity
On observing a sequence of i.i.d. data with distribution P on ℝ^d, we as...
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12/10/2022
High-dimensional Berry-Esseen Bound for m-Dependent Random Samples
In this work, we provide a (n/m)^-1/2-rate finite sample Berry-Esseen bo...
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05/25/2022
Mitigating multiple descents: A model-agnostic framework for risk monotonization
Recent empirical and theoretical analyses of several commonly used predi...
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05/25/2022
Detecting Abrupt Changes in Sequential Pairwise Comparison Data
The Bradley-Terry-Luce (BTL) model is a classic and very popular statist...
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03/07/2022
E-detectors: a nonparametric framework for online changepoint detection
Sequential changepoint detection is a classical problem with a variety o...
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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
Generalized Results for the Existence and Consistency of the MLE in the Bradley-Terry-Luce Model
Ranking problems based on pairwise comparisons, such as those arising in...
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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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10/20/2021
The Performance of the MLE in the Bradley-Terry-Luce Model in ℓ_∞-Loss and under General Graph Topologies
The Bradley-Terry-Luce (BTL) model is a popular statistical approach for...
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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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10/20/2020
Localizing Changes in High-Dimensional Regression Models
This paper addresses the problem of localizing change points in high-dim...
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10/16/2020
Nonparametric iterated-logarithm extensions of the sequential generalized likelihood ratio test
We develop a nonparametric extension of the sequential generalized likel...
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09/28/2020
High-dimensional CLT for Sums of Non-degenerate Random Vectors: n^-1/2-rate
In this note, we provide a Berry–Esseen bounds for rectangles in high-di...
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07/19/2020
Berry-Esseen Bounds for Projection Parameters and Partial Correlations with Increasing Dimension
The linear regression model can be used even when the true regression fu...
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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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02/28/2020
Nonparametric Estimation in the Dynamic Bradley-Terry Model
We propose a time-varying generalization of the Bradley-Terry model that...
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02/19/2020
On conditional versus marginal bias in multi-armed bandits
The bias of the sample means of the arms in multi-armed bandits is an im...
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11/26/2019
Cryptocurrency Price Prediction and Trading Strategies Using Support Vector Machines
Few assets in financial history have been as notoriously volatile as cry...
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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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09/12/2019
Localizing Changes in High-Dimensional Vector Autoregressive Processes
Autoregressive models capture stochastic processes in which past realiza...
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07/08/2019
Statistical Analysis of Nearest Neighbor Methods for Anomaly Detection
Nearest-neighbor (NN) procedures are well studied and widely used in bot...
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05/27/2019
The bias of the sample mean in multi-armed bandits can be positive or negative
It is well known that in stochastic multi-armed bandits (MAB), the sampl...
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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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03/19/2019
Predictive Clustering
We show how to convert any clustering into a prediction set. This has th...
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03/16/2019
Nerve Theorem on a Positive Reach set
We provide sufficient conditions under which any non-empty intersection ...
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02/02/2019
On the bias, risk and consistency of sample means in multi-armed bandits
In the classic stochastic multi-armed bandit problem, it is well known t...
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12/07/2018
Time Series Featurization via Topological Data Analysis
We develop a novel algorithm for feature extraction in time series data ...
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12/07/2018
Time Series Featurization via Topological Data Analysis: an Application to Cryptocurrency Trend Forecasting
We propose a novel methodology for feature extraction from time series d...
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10/22/2018
Univariate Mean Change Point Detection: Penalization, CUSUM and Optimality
The problem of univariate mean change point detection and localization b...
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10/13/2018
Uniform Convergence Rate of the Kernel Density Estimator Adaptive to Intrinsic Dimension
We derive concentration inequalities for the supremum norm of the differ...
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10/04/2018
Markov Properties of Discrete Determinantal Point Processes
Determinantal point processes (DPPs) are probabilistic models for repuls...
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09/25/2018
Optimal Change Point Detection and Localization in Sparse Dynamic Networks
We study the problem of change point detection and localization in dynam...
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12/28/2017
Optimal Covariance Change Point Detection in High Dimension
We study the problem of change point detection for covariance matrices i...
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05/20/2016
Statistical Inference for Cluster Trees
A cluster tree provides a highly-interpretable summary of a density func...
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04/14/2016
Distribution-Free Predictive Inference For Regression
We develop a general framework for distribution-free predictive inferenc...
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10/08/2015
Statistical Analysis of Persistence Intensity Functions
Persistence diagrams are two-dimensional plots that summarize the topolo...
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11/14/2014
Statistical Models for Degree Distributions of Networks
We define and study the statistical models in exponential family form wh...
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12/07/2013
Consistency of spectral clustering in stochastic block models
We analyze the performance of spectral clustering for community extracti...
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09/26/2013
Estimating Undirected Graphs Under Weak Assumptions
We consider the problem of providing nonparametric confidence guarantees...
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07/30/2013
DeBaCl: A Python Package for Interactive DEnsity-BAsed CLustering
The level set tree approach of Hartigan (1975) provides a probabilistica...
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07/29/2013
Tight Lower Bounds for Homology Inference
The homology groups of a manifold are important topological invariants t...
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07/24/2013
Cluster Trees on Manifolds
In this paper we investigate the problem of estimating the cluster tree ...
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02/26/2013
A Conformal Prediction Approach to Explore Functional Data
This paper applies conformal prediction techniques to compute simultaneo...
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02/01/2013
