Hongjin Zhang

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All published works

Action	Title	Year	Authors
+	Inference on the Change Point for High Dimensional Dynamic Graphical Models	2020	Abhishek Kaul Hongjin Zhang Konstantinos Tsampourakis George Michailidis

Common Coauthors

Coauthor	Papers Together
Abhishek Kaul	1
George Michailidis	1
Konstantinos Tsampourakis	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Weak Convergence and Empirical Processes: With Applications to Statistics	1996	Jon A. Wellner	1
+	High Dimensional Probability II	2000	Evarist Giné David M. Mason Jon A. Wellner	1
+	Inference for high-dimensional sparse econometric models	2011	Victor Chernozhukov Christian Hansen Alexandre Belloni	1
+ PDF Chat	On Adaptive Estimation	1982	Peter J. Bickel	1
+ PDF Chat	Approximating the Distribution of the Maximum Likelihood Estimate of the Change-Point in a Sequence of Independent Random Variables	1987	Yi‐Ching Yao	1
+ PDF Chat	A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation	2011	Tommaso Cai Weidong Liu Xi Luo	1
+	Generalization of an inequality of Kolmogorov	1955	Jaroslav Hájek A. Rényi	1
+	Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint	1999	B. Jandhyala	1
+ PDF Chat	Exact asymptotic distribution of change-point mle for change in the mean of Gaussian sequences	2010	S. Fotopoulos Venkata K. Jandhyala Elena A. Khapalova	1
+ PDF Chat	Estimating networks with jumps	2012	Mladen Kolar Eric P. Xing	1
+	Valid post-selection and post-regularization inference: An elementary, general approach	2016	Victor Chernozhukov Martin Spindler Christian Hansen	1
+	Regularization Paths for Generalized Linear Models via Coordinate Descent.	2010	Jerome H. Friedman Trevor Hastie Rob Tibshirani	1
+	High-dimensional regression with noisy and missing data: Provable guarantees with nonconvexity	2012	Po‐Ling Loh Martin J. Wainwright	1
+ PDF Chat	Inference on Treatment Effects after Selection among High-Dimensional Controls	2013	Alexandre Belloni Victor Chernozhukov Christian Hansen	1
+	Sparse inverse covariance estimation with the graphical lasso	2007	Jerome H. Friedman Trevor Hastie R. Tibshirani	1
+ PDF Chat	LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES	1994	Jushan Bai	1
+	Probability: Theory and Examples.	1992	Kathryn Prewitt Richard Durrett	1
+	Sparse graphical modeling of piecewise-stationary time series	2011	Daniele Angelosante Georgios B. Giannakis	1
+	High Dimensional Inverse Covariance Matrix Estimation via Linear Programming	2010	Ming Yuan	1
+ PDF Chat	Change Point Estimation in High Dimensional Markov Random-Field Models	2016	Sandipan Roy Yves F. Atchadé George Michailidis	1
+ PDF Chat	Structural zeros in high-dimensional data with applications to microbiome studies	2017	Abhishek Kaul Ori Davidov Shyamal D. Peddada	1
+	Confidence bands for coefficients in high dimensional linear models with error-in-variables	2017	Victor Chernozhukov Alexandre Belloni Abhishek Kaul	1
+	A Scalable Algorithm for Gaussian Graphical Models with Change-Points	2017	Yves F. Atchadé Leland Bybee	1
+	Common change point estimation in panel data from the least squares and maximum likelihood viewpoints	2017	Monika Bhattacharjee Moulinath Banerjee George Michailidis	1
+	Pivotal Estimation via Self-Normalization for High-Dimensional Linear Models with Error in Variables	2017	Alexandre Belloni Victor Chernozhukov Abhishek Kaul Mathieu Rosenbaum Alexandre B. Tsybakov	1
+	Multiple Changepoint Estimation in High-Dimensional Gaussian Graphical Models	2017	Alex Gibberd Sandipan Roy	1
+	Sequential change-point detection in high-dimensional Gaussian graphical models	2018	Hossein Keshavarz George Michailidis Yves F. Atchadé	1
+	Optimal Change Point Detection and Localization in Sparse Dynamic Networks	2018	Daren Wang Yi Yu Alessandro Rinaldo	1
+	The Statistical Analysis of Compositional Data	1982	J. Aitchison	1
+	Change Point Estimation in a Dynamic Stochastic Block Model	2018	Monika Bhattacharjee Moulinath Banerjee George Michailidis	1
+	Change Point Estimation in Panel Data with Temporal and Cross-sectional Dependence	2019	Monika Bhattacharjee Moulinath Banerjee George Michailidis	1
+	Inference for Change Points in High Dimensional Data	2019	Runmin Wang Stanislav Volgushev Xiaofeng Shao	1
+	Change point detection for graphical models in presence of missing values	2019	Malte Londschien Solt Kovács Peter Bühlmann	1
+	An Efficient Two Step Algorithm for High Dimensional Change Point Regression Models Without Grid Search	2019	Abhishek Kaul Venkata K. Jandhyala S. Fotopoulos	1
+	A general theory of hypothesis tests and confidence regions for sparse high dimensional models	2017	Yang Ning Han Liu	1
+	Dating the Break in High-dimensional Data	2020	Runmin Wang Xiaofeng Shao	1
+	Sequential change-point detection in high-dimensional Gaussian graphical models	2020	Hossein Keshavarz George Michaildiis Yves F. Atchadé	1
+	Localizing Changes in High-Dimensional Regression Models.	2020	Alessandro Rinaldo Daren Wang Wen Qin Rebecca Willett Yi Yu	1
+ PDF Chat	Estimating time-varying networks	2010	Mladen Kolar Le Song Amr Ahmed Eric P. Xing	1
+	High-dimensional graphs and variable selection with the Lasso	2006	Nicolai Meinshausen Peter Bühlmann	1
+	On asymptotically optimal confidence regions and tests for high-dimensional models	2014	Sara van de Geer Peter Bühlmann Ya’acov Ritov Ruben Dezeure	1
+ PDF Chat	Inference on the change point under a high dimensional sparse mean shift	2021	Abhishek Kaul S. Fotopoulos Venkata K. Jandhyala Abolfazl Safikhani	1
+ PDF Chat	Square-root lasso: pivotal recovery of sparse signals via conic programming	2011	Alexandre Belloni Victor Chernozhukov Lei Wang	1
+	Statistics for High-Dimensional Data: Methods, Theory and Applications	2011	Peter Bhlmann Sara van de Geer	1