2 citations · 5 across the 8 of their papers we have counts for
8 papers
Online Detection Of Supply Chain Network Disruptions Using Sequential Change-Point Detection for Hawkes Processes
Khurram Yamin, Haoyun Wang, Benoit Montreuil +1
In this paper, we attempt to detect an inflection or change-point resulting from the Covid-19 pandemic on supply chain data received from a large furniture company. To accomplish t…
Sequential change-point detection: Computation versus statistical performance
Haoyun Wang, Yao Xie
Change-point detection studies the problem of detecting the changes in the underlying distribution of the data stream as soon as possible after the change happens. Modern large-sca…
Online Score Statistics for Detecting Clustered Change in Network Point Processes
Rui Zhang, Haoyun Wang, Yao Xie
We consider online monitoring of the network event data to detect local changes in a cluster when the affected data stream distribution shifts from one point process to another wit…
Neural Spectral Marked Point Processes
Shixiang Zhu, Haoyun Wang, Zheng Dong +2
Self- and mutually-exciting point processes are popular models in machine learning and statistics for dependent discrete event data. To date, most existing models assume stationary…
Sequential change-point detection for mutually exciting point processes over networks
Haoyun Wang, Liyan Xie, Yao Xie +2
We present a new CUSUM procedure for sequentially detecting change-point in the self and mutual exciting processes, a.k.a. Hawkes networks using discrete events data. Hawkes networ…
Adaptive Algorithms for Multi-armed Bandit with Composite and Anonymous Feedback
Siwei Wang, Haoyun Wang, Longbo Huang
We study the multi-armed bandit (MAB) problem with composite and anonymous feedback. In this model, the reward of pulling an arm spreads over a period of time (we call this period…
Uncertainty Quantification for Inferring Hawkes Networks
Haoyun Wang, Liyan Xie, Alex Cuozzo +2
Multivariate Hawkes processes are commonly used to model streaming networked event data in a wide variety of applications. However, it remains a challenge to extract reliable infer…
Musical Instrument Classification via Low-Dimensional Feature Vectors
Zishuo Zhao, Haoyun Wang
Music is a mysterious language that conveys feeling and thoughts via different tones and timbre. For better understanding of timbre in music, we chose music data of 6 representativ…