Chen, X. (STAT) – Changepoint Detection and Clustering Methods for Multivariate Time Series and Attributed Networks
Time series data with dependence arise across a wide range of scientific and engineering disciplines, often presenting challenging inferential problems related to structural change and clustering. This Ph.D. proposal addresses several related problems in statistical inference for multivariate and network-indexed time series. First, we develop a weighted multivariate $U$-statistic procedure for detecting a single changepoint […]