Author

Le-Heng Cai

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Preprint Aug 2026

Recursive Multiple Change Point Detection of Nonstationary Time Series: Instability Tests, Estimation and Confidence Intervals

We develop bootstrap-assisted robust binary segmentation (BARBS), a recursive binary segmentation method for multiple change point detection under general nonstationary temporal dynamics. A novel Gaussian multiplier bootstrap for the CUSUM statistics is proposed, offering robustness to complex dependence structures. Th...

Le-Heng Cai, Zhou Zhou · 0 citations

Preprint Sep 2026

Approximation Theorems for High-Dimensional Canonical U-Statistics: Gaussian Chaos and Phase Transition

We study simultaneous inference for maxima of canonical order-two $U$-statistics in high dimension. Degeneracy makes quadratic fluctuations leading, so ordinary Gaussian calibration can fail even after exact variance normalization. We show that the appropriate general target is a joint signed Gaussian quadratic chaos a...

Le-Heng Cai, Qi-Rui Hu · 0 citations