- A. Khaleghi, L. Zierahn, RChest and PyChest: An R package available on CRAN, (respectively a Python Package available on PyPi) for locating distributional changes in piece-wise stationary timeseries with long-range dependencies, (2021).
- Corresponding Paper: A. Khaleghi, L. Zierahn, PyChEst: a Python package for the consistent retrospective estimation of distributional changes in piece-wise stationary time series, arXiv:2112.10565.
- The Github repository contains a Go implementation which is also interfaced with Python.
Github repository for the implementation of our Algorithmically Fair Classification and Regression methods proposed in this paper.
Azadeh Khaleghi
Professor of Statistics (HDR equiv.) — ENSAE - CREST, IP Paris
Research Interests: statistical learning theory, information theory, nonparametric statistics, long-memory processes