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Inference in high-dimensional online changepoint detection
We introduce and study two new inferential challenges associated with the sequential detection of change in a high-dimensional mean …
Yudong Chen, Tengyao Wang, Richard J. Samworth
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High-dimensional, multiscale online changepoint detection
We introduce a new method for high-dimensional, online changepoint detection in settings where a p-variate Gaussian data stream may …
Yudong Chen, Tengyao Wang, Richard J. Samworth
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Toy Teichmüller spaces of real dimension 2: the pentagon and the punctured triangle
We study two 2-dimensional Teichmüller spaces of surfaces with boundary and marked points, namely, the pentagon and the punctured …
Yudong Chen, Roman Chernov, Marco Flores, Maxime Fortier Bourque, Seewoo Lee, Bowen Yang
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