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 …