10 citations · 20 across the 12 of their papers we have counts for
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3 papers · 1 filter
stat.ME2024★ 1 cited
Robust Score-Based Quickest Change Detection
Sean Moushegian, Suya Wu, Enmao Diao +3
Methods in the field of quickest change detection rapidly detect in real-time a change in the data-generating distribution of an online data stream. Existing methods have been able…
stat.ME2023★ 2 cited
Robust Quickest Change Detection for Unnormalized Models
Suya Wu, Enmao Diao, Taposh Banerjee +2
Detecting an abrupt and persistent change in the underlying distribution of online data streams is an important problem in many applications. This paper proposes a new robust score…
stat.ME2018
Estimation of the Evolutionary Spectra with Application to Stationarity Test
Yu Xiang, Jie Ding, Vahid Tarokh
In this work, we propose a new inference procedure for understanding non-stationary processes, under the framework of evolutionary spectra developed by Priestley. Among various fra…