| Publication | Date of Publication | Type |
|---|
Robust mean change point testing in high-dimensional data with heavy tails
IEEE Transactions on Information Theory | 2026-03-18 | Paper |
Monitoring Network Changes in Social Media
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
High-dimensional changepoint estimation with heterogeneous missingness
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-10 | 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 |
Inference in High-Dimensional Online Changepoint Detection
Journal of the American Statistical Association | 2024-07-05 | Paper |
High-Dimensional Principal Component Analysis with Heterogeneous Missingness
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2023-05-17 | Paper |
Estimation of high-dimensional change-points under a group sparsity structure
Electronic Journal of Statistics | 2023-03-13 | Paper |
Estimation of high-dimensional change-points under a group sparsity structure
Electronic Journal of Statistics | 2023-03-13 | Paper |
Two-sample testing of high-dimensional linear regression coefficients via complementary sketching
The Annals of Statistics | 2022-12-08 | Paper |
High-Dimensional, Multiscale Online Changepoint Detection
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-09-27 | Paper |
Sparse Principal Component Analysis via Axis-Aligned Random Projections
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-08 | Paper |
Estimation of high-dimensional change-points under a group sparsity structure
(available as arXiv preprint) | 2021-07-19 | Paper |
Two-sample testing of high-dimensional linear regression coefficients via complementary sketching
(available as arXiv preprint) | 2020-11-27 | Paper |
Isotonic regression in general dimensions
The Annals of Statistics | 2019-10-09 | Paper |
Isotonic regression in general dimensions
The Annals of Statistics | 2019-10-09 | Paper |
High dimensional change point estimation via sparse projection
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2018-02-19 | Paper |
Statistical and computational trade-offs in estimation of sparse principal components
The Annals of Statistics | 2016-11-18 | Paper |
A useful variant of the Davis-Kahan theorem for statisticians
Biometrika | 2015-06-26 | Paper |
Boundary angular derivatives of generalized Schur functions
Journal of the Australian Mathematical Society | 2013-07-18 | Paper |
Nevanlinna-Pick interpolation by rational functions with a single pole inside the unit disk
Journal of Computational and Applied Mathematics | 2011-12-21 | Paper |
Multiple-output composite quantile regression through an optimal transport lens
(available as arXiv preprint) | N/A | Paper |
