4 papers · 1 filter
Point processes with event time uncertainty
Xiuyuan Cheng, Tingnan Gong, Yao Xie
Point processes are widely used statistical models for continuous-time discrete event data, such as medical records, crime reports, and social network interactions, to capture the…
Higher-criticism for sparse multi-stream change-point detection
Tingnan Gong, Alon Kipnis, Yao Xie
We study a statistical procedure based on higher criticism (HC) to address the sparse multi-stream quickest change-point detection problem. Namely, we aim to detect a potential cha…
Nonlinear time-series embedding by monotone variational inequality
Jonathan Y. Zhou, Yao Xie
In the wild, we often encounter collections of sequential data such as electrocardiograms, motion capture, genomes, and natural language, and sequences may be multichannel or symbo…
Distribution-Free Online Change Detection for Low-Rank Images
Tingnan Gong, Seong-Hee Kim, Yao Xie
We present a distribution-free CUSUM procedure designed for online change detection in a time series of low-rank images, particularly when the change causes a mean shift. We repres…