6 citations · 9 across the 8 of their papers we have counts for
7 papers · 1 filter
Distributionally Robust Quickest Change Detection using Wasserstein Uncertainty Sets
Liyan Xie, Yuchen Liang, Venugopal V. Veeravalli
The problem of quickest detection of a change in the distribution of a sequence of independent observations is considered. It is assumed that the pre-change distribution is known (…
Minimax Robust Quickest Change Detection using Wasserstein Ambiguity Sets
Liyan Xie
We study the robust quickest change detection under unknown pre- and post-change distributions. To deal with uncertainties in the data-generating distributions, we formulate two da…
Robust Hypothesis Testing with Wasserstein Uncertainty Sets
Liyan Xie, Rui Gao, Yao Xie
We consider a data-driven robust hypothesis test where the optimal test will minimize the worst-case performance regarding distributions that are close to the empirical distributio…
Sequential (Quickest) Change Detection: Classical Results and New Directions
Liyan Xie, Shaofeng Zou, Yao Xie +1
Online detection of changes in stochastic systems, referred to as sequential change detection or quickest change detection, is an important research topic in statistics, signal pro…
Optimality of Graph Scanning Statistic for Online Community Detection
Liyan Xie, Yao Xie
Sequential change-point detection for graphs is a fundamental problem for streaming network data types and has wide applications in social networks and power systems. Given fixed v…
Sequential Change Detection by Optimal Weighted Divergence
Liyan Xie, Yao Xie
We present a new non-parametric statistic, called the weighed divergence, based on empirical distributions for sequential change detection. We start by constructing the we…