Publications
Focus and focus-cpt: Fast Online Changepoint Detection in R and Python
Gaetano Romano, Kes Ward, Yuntang Fan, Guillem Rigaill, Vincent Runge, Idris A. Eckley, Paul Fearnhead (2026) https://arxiv.org/abs/2607.19961
An Efficient Likelihood Ratio Test for Online Changepoint Detection in the Presence of Autocorrelation
Authors: Yuntang Fan, Paul Fearnhead, Idris A. Eckley, Gaetano Romano (2026) https://arxiv.org/pdf/2607.16106
Detection of collective and point anomalies in the presence of trend and seasonality
Authors: Yiyin Zhang, Florian Pein, Idris A. Eckley (2026) https://arxiv.org/abs/2508.21128
Autoregressive networks with dependent edges
Jinyuan Chang, Qin Fang, Eric D. Kolaczyk, Peter W. MacDonald, Qiwei Yao (2026), Journal of the Royal Statistical Society Series B.
Identification and estimation for matrix time series CP-factor models
Chang J., Du Y., Huang G., Yao Q. (2026), Annals of Science.
Federated fairness-aware classification under differential privacy
Gengyu Xue, Yi Yu (2026).
Contextual Dynamic Pricing: Algorithms, Optimality and Local Differential Privacy Constraints
Zifeng Zhao, Feiyu Jiang, Yi Yu (2026), Journal of the American Statistical Association.
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