
Lattice partition recovery with dyadic CART
We study piecewise constant signals corrupted by additive Gaussian nois...
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Optimal network online change point localisation
We study the problem of online network change point detection. In this s...
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Localizing Changes in HighDimensional Regression Models
This paper addresses the problem of localizing change points in highdim...
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Nonparametric iteratedlogarithm extensions of the sequential generalized likelihood ratio test
We develop a nonparametric extension of the sequential generalized likel...
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Highdimensional CLT for Sums of Nondegenerate Random Vectors: n^1/2rate
In this note, we provide a Berry–Esseen bounds for rectangles in highdi...
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BerryEsseen Bounds for Projection Parameters and Partial Correlations with Increasing Dimension
The linear regression model can be used even when the true regression fu...
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A Note on Online Change Point Detection
Online change point detection is originated in sequential analysis, whic...
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Nonparametric Estimation in the Dynamic BradleyTerry Model
We propose a timevarying generalization of the BradleyTerry model that...
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On conditional versus marginal bias in multiarmed bandits
The bias of the sample means of the arms in multiarmed bandits is an im...
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Cryptocurrency Price Prediction and Trading Strategies Using Support Vector Machines
Few assets in financial history have been as notoriously volatile as cry...
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Optimal nonparametric multivariate change point detection and localization
We study the multivariate nonparametric change point detection problem, ...
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Localizing Changes in HighDimensional Vector Autoregressive Processes
Autoregressive models capture stochastic processes in which past realiza...
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Statistical Analysis of Nearest Neighbor Methods for Anomaly Detection
Nearestneighbor (NN) procedures are well studied and widely used in bot...
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The bias of the sample mean in multiarmed bandits can be positive or negative
It is well known that in stochastic multiarmed bandits (MAB), the sampl...
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Optimal nonparametric change point detection and localization
We study change point detection and localization for univariate data in ...
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Predictive Clustering
We show how to convert any clustering into a prediction set. This has th...
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Nerve Theorem on a Positive Reach set
We provide sufficient conditions under which any nonempty intersection ...
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On the bias, risk and consistency of sample means in multiarmed bandits
In the classic stochastic multiarmed bandit problem, it is well known t...
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Time Series Featurization via Topological Data Analysis
We develop a novel algorithm for feature extraction in time series data ...
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Time Series Featurization via Topological Data Analysis: an Application to Cryptocurrency Trend Forecasting
We propose a novel methodology for feature extraction from time series d...
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Univariate Mean Change Point Detection: Penalization, CUSUM and Optimality
The problem of univariate mean change point detection and localization b...
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Uniform Convergence Rate of the Kernel Density Estimator Adaptive to Intrinsic Dimension
We derive concentration inequalities for the supremum norm of the differ...
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Markov Properties of Discrete Determinantal Point Processes
Determinantal point processes (DPPs) are probabilistic models for repuls...
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Optimal Change Point Detection and Localization in Sparse Dynamic Networks
We study the problem of change point detection and localization in dynam...
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Optimal Covariance Change Point Detection in High Dimension
We study the problem of change point detection for covariance matrices i...
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Statistical Inference for Cluster Trees
A cluster tree provides a highlyinterpretable summary of a density func...
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DistributionFree Predictive Inference For Regression
We develop a general framework for distributionfree predictive inferenc...
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Statistical Analysis of Persistence Intensity Functions
Persistence diagrams are twodimensional plots that summarize the topolo...
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Statistical Models for Degree Distributions of Networks
We define and study the statistical models in exponential family form wh...
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Consistency of spectral clustering in stochastic block models
We analyze the performance of spectral clustering for community extracti...
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Estimating Undirected Graphs Under Weak Assumptions
We consider the problem of providing nonparametric confidence guarantees...
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DeBaCl: A Python Package for Interactive DEnsityBAsed CLustering
The level set tree approach of Hartigan (1975) provides a probabilistica...
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Tight Lower Bounds for Homology Inference
The homology groups of a manifold are important topological invariants t...
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Cluster Trees on Manifolds
In this paper we investigate the problem of estimating the cluster tree ...
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A Conformal Prediction Approach to Explore Functional Data
This paper applies conformal prediction techniques to compute simultaneo...
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DistributionFree Distribution Regression
`Distribution regression' refers to the situation where a response Y dep...
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Recovering Blockstructured Activations Using Compressive Measurements
We consider the problems of detection and localization of a contiguous b...
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Differential Privacy for Functions and Functional Data
Differential privacy is a framework for privately releasing summaries of...
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Minimax Rates for Homology Inference
Often, high dimensional data lie close to a lowdimensional submanifold ...
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Stability of DensityBased Clustering
High density clusters can be characterized by the connected components o...
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Alessandro Rinaldo
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Associate professor in Department of Computer Science at Aalborg University