34 citations · 79 across the 12 of their papers we have counts for
Showing 2017Show all
3 papers · 1 filter
math.ST2017
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…
math.ST2017★ 1 cited
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…
stat.ME2017★ 26 cited
Robust Sequential Change-Point Detection by Convex Optimization
Yang Cao, Yao Xie
We address the computational challenge of finding the robust sequential change-point detection procedures when the pre- and post-change distributions are not completely specified.…