Hard thresholding rule is commonly adopted in feature screening procedures to screen out unimportant predictors for ultrahigh-dimensional data. However, different thresholds are required to adapt t…
In multiple change-point analysis, one of the main difficulties is to determine the number of change-points. Various consistent selection methods, including the use of Schwarz information criterion…
We develop a new class of distribution-free multiple testing rules for false discovery rate (FDR) control under general dependence. A key element in our proposal is a symmetrized data aggregation (…
In nonparametric regression with jump discontinuities, one major challenge is to determine the number of jumps in a regression curve. Most existing methods to solve that problem are based on either…
Monitoring large-scale datastreams with limited resources has become increasingly important for real-time detection of abnormal activities in many applications. Despite the availability of large da…
In this article, we study low rank high-dimensional multivariate linear models (LRMLM) for high-dimensional multi-response data. We propose an intuitively appealing estimation approach and develop …