4 citations · 5 across the 3 of their papers we have counts for
4 papers · 1 filter
Convex Parameter Recovery for Interacting Marked Processes
Anatoli Juditsky, Arkadi Nemirovski, Liyan Xie +1
We introduce a new general modeling approach for multivariate discrete event data with categorical interacting marks, which we refer to as marked Bernoulli processes. In the propos…
First-order optimal sequential subspace change-point detection
Liyan Xie, George V. Moustakides, Yao Xie
We consider the sequential change-point detection problem of detecting changes that are characterized by a subspace structure. Such changes are frequent in high-dimensional streami…
Sequential detection of low-rank changes using extreme eigenvalues
Liyan Xie, Yao Xie
We study the problem of detecting an abrupt change to the signal covariance matrix. In particular, the covariance changes from a "white" identity matrix to an unknown spiked or low…
Nearly second-order asymptotic optimality of sequential change-point detection with one-sample updates
Yang Cao, Liyan Xie, Yao Xie +1
Sequential change-point detection when the distribution parameters are unknown is a fundamental problem in statistics and machine learning. When the post-change parameters are unkn…