| Publication | Date of Publication | Type |
|---|
Testing stationarity and change point detection in reinforcement learning
The Annals of Statistics | 2025-08-07 | Paper |
Robust Narrowest Significance Pursuit: Inference for Multiple Change-Points in the Median
Journal of Business and Economic Statistics | 2025-02-21 | Paper |
Fast and optimal inference for change points in piecewise polynomials via differencing
Electronic Journal of Statistics | 2025-01-31 | Paper |
Complex-Valued Wavelet Lifting and Applications
Technometrics | 2024-10-22 | Paper |
Detecting linear trend changes in data sequences
Statistical Papers | 2024-07-25 | Paper |
Automatic change-point detection in time series via deep learning
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-07-09 | Paper |
Authors' reply to the discussion of `Automatic change-point detection in time series via deep learning' at the Discussion Meeting on `Probabilistic and statistical aspects of machine learning'
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-07-09 | Paper |
Narrowest Significance Pursuit: Inference for Multiple Change-Points in Linear Models
Journal of the American Statistical Association | 2024-07-05 | Paper |
Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm
Journal of Time Series Analysis | 2024-04-15 | Paper |
Detection of Multiple Structural Breaks in Large Covariance Matrices
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Exploiting Disagreement Between High-Dimensional Variable Selectors for Uncertainty Visualization
Journal of Computational and Graphical Statistics | 2022-06-24 | Paper |
Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
Journal of the Korean Statistical Society | 2022-04-27 | Paper |
Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
Journal of the Korean Statistical Society | 2022-04-27 | Paper |
Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection -- rejoinder
Journal of the Korean Statistical Society | 2022-04-27 | Paper |
Detecting multiple generalized change-points by isolating single ones
Metrika | 2022-02-11 | Paper |
| nsp | 2021-12-21 | Software |
Regularizing axis-aligned ensembles via data rotations that favor simpler learners
Statistics and Computing | 2021-06-03 | Paper |
Ranking-based variable selection for high-dimensional data
STATISTICA SINICA | 2020-11-16 | Paper |
Predictive, finite-sample model choice for time series under stationarity and non-stationarity
Electronic Journal of Statistics | 2019-10-04 | Paper |
Predictive, finite-sample model choice for time series under stationarity and non-stationarity
Electronic Journal of Statistics | 2019-10-04 | Paper |
Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-09-26 | Paper |
NOVELIST estimator of large correlation and covariance matrices and their inverses
Test | 2019-09-18 | Paper |
Regularised forecasting via smooth-rough partitioning of the regression coefficients
Electronic Journal of Statistics | 2019-07-12 | Paper |
Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Multiple-change-point detection for auto-regressive conditional heteroscedastic processes
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
High Dimensional Variable Selection via Tilting
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Likelihood ratio Haar variance stabilization and normalization for Poisson and other non-Gaussian noise removal
STATISTICA SINICA | 2018-11-22 | Paper |
Likelihood ratio Haar variance stabilization and normalization for Poisson and other non-Gaussian noise removal
STATISTICA SINICA | 2018-11-22 | Paper |
Tail-greedy bottom-up data decompositions and fast multiple change-point detection
The Annals of Statistics | 2018-10-25 | Paper |
Simultaneous multiple change-point and factor analysis for high-dimensional time series
Journal of Econometrics | 2018-08-29 | Paper |
Multiple change-point detection for non-stationary time series using wild binary segmentation
STATISTICA SINICA | 2017-02-17 | Paper |
Multiple change-point detection for non-stationary time series using wild binary segmentation
STATISTICA SINICA | 2017-01-01 | Paper |
Predictive, finite-sample model choice for time series under stationarity and non-stationarity
Electronic Journal of Statistics | 2016-11-14 | Paper |
Predictive, finite-sample model choice for time series under stationarity and non-stationarity
Electronic Journal of Statistics | 2016-11-14 | Paper |
Random rotation ensembles
Journal of Machine Learning Research (JMLR) | 2016-06-06 | Paper |
Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery
Statistics and Its Interface | 2015-12-10 | Paper |
Consistent classification of nonstationary time series using stochastic wavelet representations
Journal of the American Statistical Association | 2015-06-22 | Paper |
Wild binary segmentation for multiple change-point detection
The Annals of Statistics | 2015-01-06 | Paper |
Wild binary segmentation for multiple change-point detection
The Annals of Statistics | 2015-01-06 | Paper |
Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously
Journal of the Korean Statistical Society | 2014-10-13 | Paper |
Rejoinder: Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously
Journal of the Korean Statistical Society | 2014-10-13 | Paper |
High-dimensional volatility matrix estimation via wavelets and thresholding
Biometrika | 2014-01-17 | Paper |
Errata on ``Multiscale and multilevel technique for consistent segmentation of nonstationary time series''
Statistica Sinica | 2013-11-25 | Paper |
Data-driven wavelet-Fisz methodology for nonparametric function estimation
Electronic Journal of Statistics | 2013-05-24 | Paper |
Data-driven wavelet-Fisz methodology for nonparametric function estimation
Electronic Journal of Statistics | 2013-05-24 | Paper |
Multiscale and multilevel technique for consistent segmentation of nonstationary time series
STATISTICA SINICA | 2012-03-08 | Paper |
The Dantzig Selector in Cox's Proportional Hazards Model
Scandinavian Journal of Statistics | 2011-11-26 | Paper |
Thick Pen Transformation for Time Series
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2011-11-21 | Paper |
Multiscale interpretation of taut string estimation and its connection to unbalanced Haar wavelets
Statistics and Computing | 2011-09-08 | Paper |
Mixing properties of ARCH and time-varying ARCH processes
Bernoulli | 2011-09-02 | Paper |
A wavelet-Fisz approach to spectrum estimation
Journal of Time Series Analysis | 2010-04-22 | Paper |
Unbalanced Haar Technique for Nonparametric Function Estimation
Journal of the American Statistical Association | 2009-06-12 | Paper |
Parametric modelling of thresholds across scales in wavelet regression
Biometrika | 2009-01-15 | Paper |
Normalized least-squares estimation in time-varying ARCH models
The Annals of Statistics | 2008-04-23 | Paper |
| scientific article; zbMATH DE number 5247145 (Why is no real title available?) | 2008-03-11 | Paper |
GOES-8 X-Ray Sensor Variance Stabilization Using the Multiscale Data-Driven Haar–Fisz Transform
Journal of the Royal Statistical Society Series C: Applied Statistics | 2007-09-07 | Paper |
A Haar–Fisz technique for locally stationary volatility estimation
Biometrika | 2007-04-23 | Paper |
Haar–Fisz Estimation of Evolutionary Wavelet Spectra
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2006-11-14 | Paper |
Forecasting non-stationary time series by wavelet process modelling
Annals of the Institute of Statistical Mathematics | 2004-09-27 | Paper |
