Estimation and Inference for Change Points in Functional Regression Time Series

Shivam Kumar, Haotian Xu, Haeran Cho, Daren Wang (2025), Statistica Sinica.

High-Dimensional Dynamic Pricing under Non-Stationarity: Learning and Earning with Change-Point Detection

Zifeng Zhao, Feiyu Jiang, Yi Yu, Xi Chen (2025), Management Science.

Robust Mean Change Point Testing in High-dimensional Data with Heavy Tails

Mengchu Li, Yudong Chen, Tengyao Wang, Yi Yu (2025), IEEE Transactions on Information Theory.

Change point localisation and interference in fragmented functional data

Gengyu Xue, Haotian Xu, Yi Yu (2025), Bernoulli.

Online network change point detection with missing values and temporal dependence

Haotian Xu, Paromita Dubey, Yi Yu (2025), Journal of Time Series Analysis.

Fairness-aware Bayes optimal functional classification.

 Xiaoyu Hu, Gengyu Xue, Zhenhua Lin, Yi Yu (2025), NeurIPS.

Improving power by conditioning on less in post-selection inference for changepoints

Rachel Carrington, Paul Fearnhead (2025), Statistics and Computing.

Blind source separation over space: an eigenanalysis approach

Bo Zhang, Sixing Hao, Qiwei Yao (2025), Statistica Sinica.

Online multivariate changepoint detection: Leveraging links with computational geometry

Liudmila Pishchagina, Gaetano Romano, Paul Fearnhead, Vincent Runge, Guillem Rigaill (2025), Journal of the Royal Statistical Society, Series B.

Efficient Likelihood-Based Temporal Changepoint Detection in Spatio-Temporal Processes

Gaurav Agarwal, Idris Eckley, Paul Fearnhead (2025), Statistics and Computing.

On the Modelling and Prediction of High Dimensional Functional Time Series

Jinyuan Chang, Qin Fang, Xinghao Qiao, Qiwei Yao (2025), Journal of the American Statistical Association.

A two-way heterogeneity model for dynamic networks

Binyan Jiang, Chenlei Leng, Ting Yan, Qiwei Yao, Xinyang Yu (2025), Annals of Statistics.

Testing independence and conditional independence in high dimensions via coordinatewise Gaussianization

 Jinyuan Chang, Yue Du, Jing He, Qiwei Yao (2025), arXiv preprint, arXiv:2504.02233.

Weight-calibrated estimation for factor models of high-dimensional time series

Xinghao Qiao, Zihan Wang, Qiwei Yao, Bo Zhang (2025), arXiv preprint, arXiv:2505.01357.

Autoregressive Hypergraph

Xianghe Zhu, Qiwei Yao (2025), arXiv preprint, arXiv:2506.16966.

Spatio-Temporal Autoregressions for High Dimensional Matrix-Valued Time Series

Baojun Dou, Jing He, Sudhir Tiwari, Qiwei Yao (2025), arXiv preprint, arXiv:2508.10291.

Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration

 Degui Li, Yayi Yan, Qiwei Yao (2025), arXiv preprint, arXiv:2508.11358.

Tail-robust factor modelling of vector and tensor time series in high dimensions

Matteo Barigozzi, Haeran Cho, Hyeyoung Maeng (2025), Biometrika.

Tail-robust estimation of factor-adjusted vector autoregressive models for high-dimensional time series

Dylan Dijk, Haeran Cho (2025), arXiv preprint, arXiv:2509.22235.

Optimal estimation in private distributed functional data analysis

Gengyu Xue, Zhenhua Lin, Yi Yu (2024), arXiv preprint, https://arxiv.org/abs/2412.06582.

Locally differentially private two-sample testing

Alexander Kent, Thomas B. Berrett, Yi Yu (2025), arXiv preprint, arXiv:2505.24811.

mixFOCuS: A Communication-Efficient Online Changepoint Detection Method in Distributed System for Mixed-Type Data

Ziyang Yang, Idris A. Eckley, Paul Fearnhead (2025), Journal of Time Series Analysis

Fairness-aware Bayes optimal functional classification. 

Xiaoyu Hu, Gengyu Xue, Zhenhua Lin, Yi Yu (2025), arXiv preprint, arXiv:2505.09471.

Locally private nonparametric contextual multi-
armed bandits.

Yuheng Ma, Feiyu Jiang, Zifeng Zhao, Hanfang Yang, Yi Yu (2025), arXiv preprint, arXiv:2503.08098.

Optimal estimation in private distributed functional data analysis.

Gengyu Xue, Zhenhua Lin, Yi Yu (2024), arXiv preprint, arXiv:2412.06582. Under review with Journal of the American Statistical Association.

Transfer learning for nonparametric contextual dynamic pricing.

Fan Wang, Feiyu Jiang, Zifeng Zhao, Yi Yu (2025), ICML

Moving sum procedure for multiple change point detection in large factor models

Matteo Barigozzi, Haeran Cho, Lorenzo Trapani (2025), arXiv preprint, arXiv:2410.02918

Covariance scanning for adaptively optimal change point detection in high-dimensional linear models

Haeran Cho, Housen Li (2025), arXiv preprint, arXiv:2507.02552