Author

Xiaofeng Shao

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Preprint Sep 2026

Online Change-Point Monitoring for Object-valued Time Series

We develop closed- and open-end procedures for monitoring changes in the marginal distribution of object-valued time series. The method combines two distance-based Hilbert-space embeddings, a monitoring-time-dependent projection, and self-normalization. It is computable entirely from pairwise distances, does not requir...

Yi Zhang, Tim Kutta, Xiao-Feng Shao · 0 citations

Preprint Aug 2026

Self-Normalized Inference for Constant-Stepsize Temporal-Difference Learning under Markovian Sampling

A Brownian-bridge self-normalizer yields asymptotically pivotal confidence regions for prespecified state-value contrasts for prespecified state-value contrasts without estimating the long-run covariance or selecting a bandwidth or batch length.

Minmin Zeng, Yichen Zhang, Xiao-Feng Shao · 0 citations