WeiYa's Work Yard

Survey on Time Series Change Points

May 31, 2020

This note is based on the survey paper, Aminikhanghahi, S., & Cook, D. J. (2017). A Survey of Methods for Time Series Change Point Detection. Knowledge and Information Systems, 51(2), 339–367.

Common Principal Components

February 28, 2020

This post is based on Flury (1984).

Bernstein-von Mises Theorem

February 24, 2020

I came across the Bernstein-von Mises theorem in Yuling Yao’s blog, and I also found a quick definition in the blog hosted by Prof. Andrew Gelman, although this one is not by Gelman. By coincidence, the former is the PhD student of the latter!

Equicorrelation Matrix

February 22, 2020 (Update: March 16, 2020)

kjytay’s blog summarizes some properties of equicorrelation matix, which has the following form,

Multiple Isotonic Regression

February 20, 2020

The first two sections are based on a good tutorial on the isotonic regression, and the third section consists of the slides for the talk given by Prof. Cun-Hui Zhang at the 11th ICSA International Conference on Dec. 21st, 2019.

Statistical Inference with Unnormalized Models

February 10, 2020 (Update: February 15, 2020)

This post is based on the talk given by T. Kanamori at the 11th ICSA International Conference on Dec. 22nd, 2019.

Registration Problem in Functional Data Analysis

January 21, 2020 (Update: January 29, 2020)

This post is based on the seminar, Data Acquisition, Registration and Modelling for Multi-dimensional Functional Data, given by Prof. Shi.

Generalized Matrix Decomposition

January 17, 2020 (Update: February 15, 2020)

This post is based on the talk given by Dr. Yue Wang at the Department of Statistics and Data Science, Southern University of Science and Technology on Jan. 04, 2020.

January 16, 2020 (Update: January 17, 2020)

This post is based on the material of the second lecture of STAT 6050 instructed by Prof. Wicker, and mainly refer some more formally description from the book, Mehryar Mohri, Afshin Rostamizadeh, Ameet Talwalkar - Foundations of Machine Learning-The MIT Press (2012).

Classification with Imperfect Training Labels

January 15, 2020

This post is based on the talk, given by Timothy I. Cannings at the 11th ICSA International Conference on Dec. 22th, 2019, the corresponding paper is Cannings, T. I., Fan, Y., & Samworth, R. J. (2019). Classification with imperfect training labels. ArXiv:1805.11505 [Math, Stat]

NGS for NGS

January 11, 2020 (Update: January 15, 2020)

This post is based on the talk, Next-Generation Statistical Methods for Association Analysis of Now-Generation Sequencing Studies, given by Dr. Xiang Zhan at the Department of Statistics and Data Science, Southern University of Science and Technology on Jan. 05, 2020.

Concentration Inequality for Machine Learning

January 09, 2020

This post is based on the material of the first lecture of STAT6050 instructed by Prof. Wicker.

January 05, 2020 (Update: January 30, 2020)

This post is based on the talk, Gradient-based Sparse Principal Component Analysis, given by Dr. Yixuan Qiu at the Department of Statistics and Data Science, Southern University of Science and Technology on Jan. 05, 2020.

DNA copy number profiling: from bulk tissue to single cells

January 02, 2020

This post is based on the talk given by Yuchao Jiang at the 11th ICSA International Conference on Dec. 20th, 2019.

Quantitative Genetics

December 21, 2019 (Update: January 30, 2020)

This post is based on the Pao-Lu Hsu Award Lecture given by Prof. Hongyu Zhao at the 11th ICSA International Conference on Dec. 21th, 2019.

CEASE

December 20, 2019 (Update: January 16, 2020)

This post is based on the Peter Hall Lecture given by Prof. Jianqing Fan at the 11th ICSA International Conference on Dec. 20th, 2019.

Group Inference in High Dimensions

December 17, 2019 (Update: January 02, 2020)

This post is based on the slides for the talk given by Zijian Guo at The International Statistical Conference In Memory of Professor Sik-Yum Lee

Conditional Quantile Regression Forests

December 12, 2019

This note is based on the slides of the seminar, Dr. ZHU, Huichen. Conditional Quantile Random Forest.

Quantile Regression Forests

December 10, 2019

This post is based on Meinshausen, N. (2006). Quantile Regression Forests. 17. since a coming seminar is related to such topic.

Fantastic Generalization Measures and Where to Find Them

December 06, 2019

The post is based on Jiang, Y., Neyshabur, B., Mobahi, H., Krishnan, D., & Bengio, S. (2019). Fantastic Generalization Measures and Where to Find Them. ArXiv:1912.02178 [Cs, Stat].which was shared by one of my friend in the WeChat Moment, and then I took a quick look.

Combining $p$-values in Meta Analysis

December 04, 2019

I came across the term meta-analysis in the previous post, and I had another question about nominal size while reading the paper of the previous post, which reminds me Keith’s notes. By coincidence, I also find the topic about meta-analysis in the same notes. Hence, this post is mainly based on Keith’s notes, and reproduce the power curves by myself.