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02/14/2023
Online Detection of Changes in Moment-Based Projections: When to Retrain Deep Learners or Update Portfolios?
Sequential monitoring of high-dimensional nonlinear time series is studi...
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11/04/2022
Projection inference for high-dimensional covariance matrices with structured shrinkage targets
Analyzing large samples of high-dimensional data under dependence is a c...
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03/07/2022
Sequential Gaussian approximation for nonstationary time series in high dimensions
Gaussian couplings of partial sum processes are derived for the high-dim...
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01/06/2021
Cross-Validation and Uncertainty Determination for Randomized Neural Networks with Applications to Mobile Sensors
Randomized artificial neural networks such as extreme learning machines ...
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09/13/2020
Is there a role for statistics in artificial intelligence?
The research on and application of artificial intelligence (AI) has trig...
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05/22/2020
Extreme Learning and Regression for Objects Moving in Non-Stationary Spatial Environments
We study supervised learning by extreme learning machines and regression...
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01/15/2020
Detecting Changes in the Second Moment Structure of High-Dimensional Sensor-Type Data in a K-Sample Setting
The K sample problem for high-dimensional vector time series is studied,...
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12/10/2019
Testing and Estimating Change-Points in the Covariance Matrix of a High-Dimensional Time Series
This paper studies methods for testing and estimating change-points in t...
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10/07/2019
High-Confident Nonparametric Fixed-Width Uncertainty Intervals and Applications to Projected High-Dimensional Data and Common Mean Estimation
Nonparametric two-stage procedures to construct fixed-width confidence i...
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09/03/2018
Shrinkage for Covariance Estimation: Asymptotics, Confidence Intervals, Bounds and Applications in Sensor Monitoring and Finance
When shrinking a covariance matrix towards (a multiple) of the identity ...
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07/26/2018
Automatic Processing and Solar Cell Detection in Photovoltaic Electroluminescence Images
Electroluminescence (EL) imaging is a powerful and established technique...
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04/28/2018
On Convergence of Moments for Approximating Processes and Applications to Surrogate Models
We study critera for a pair ({ X_n } , { Y_n }) of approximating proc...
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11/06/2017
Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage
We establish large sample approximations for an arbitray number of bilin...
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10/05/2017
Jackknife variance estimation for common mean estimators under ordered variances and general two-sample statistics
Samples with a common mean but possibly different, ordered variances ari...
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01/12/2010
