activity
20062022
most citedSequential change-point detection when unknown parameters are present in the pre-change distribution

59 citations · 180 across the 28 of their papers we have counts for

collaborators

28 papers

stat.ML2022

Covariance Estimators for the ROOT-SGD Algorithm in Online Learning

Yiling Luo, Xiaoming Huo, Yajun Mei

Online learning naturally arises in many statistical and machine learning problems. The most widely used methods in online learning are stochastic first-order algorithms. Among thi…

eess.SP2022

Adaptive Partially-Observed Sequential Change Detection and Isolation

Xinyu Zhao, Jiuyun Hu, Yajun Mei +1

High-dimensional data has become popular due to the easy accessibility of sensors in modern industrial applications. However, one specific challenge is that it is often not easy to…

cs.LG2022

Adaptive Resources Allocation CUSUM for Binomial Count Data Monitoring with Application to COVID-19 Hotspot Detection

Jiuyun Hu, Yajun Mei, Sarah Holte +1

In this paper, we present an efficient statistical method (denoted as "Adaptive Resources Allocation CUSUM") to robustly and efficiently detect the hotspot with limited sampling re…

stat.ME2022★ 1 cited

Cost-Efficient Fixed-Width Confidence Intervals for the Difference of Two Bernoulli Proportions

Ignacio Erazo, David Goldsman, Yajun Mei

We study properties of confidence intervals (CIs) for the difference of two Bernoulli distributions' success parameters, , in the case where the goal is to obtain a CI o…

stat.AP2022★ 5 cited

Hot-spots Detection in Count Data by Poisson Assisted Smooth Sparse Tensor Decomposition

Yujie Zhao, Xiaoming Huo, Yajun Mei

Count data occur widely in many bio-surveillance and healthcare applications, e.g., the numbers of new patients of different types of infectious diseases from different cities/coun…

stat.ML2022★ 1 cited

The Directional Bias Helps Stochastic Gradient Descent to Generalize in Kernel Regression Models

Yiling Luo, Xiaoming Huo, Yajun Mei

We study the Stochastic Gradient Descent (SGD) algorithm in nonparametric statistics: kernel regression in particular. The directional bias property of SGD, which is known in the l…