59 citations · 180 across the 28 of their papers we have counts for
9 papers · 1 filter
An elementary approach for minimax estimation of Bernoulli proportion in the restricted parameter space
Heejune Sheen, Yajun Mei
We present an elementary mathematical method to find the minimax estimator of the Bernoulli proportion under the squared error loss when belongs to the restricted parameter…
Robustness and Tractability for Non-convex M-estimators
Ruizhi Zhang, Yajun Mei, Jianjun Shi +1
We investigate two important properties of M-estimator, namely, robustness and tractability, in linear regression setting, when the observations are contaminated by some arbitrary…
Differentially Private Change-Point Detection
Rachel Cummings, Sara Krehbiel, Yajun Mei +2
The change-point detection problem seeks to identify distributional changes at an unknown change-point k* in a stream of data. This problem appears in many important practical sett…
Large-Scale Multi-Stream Quickest Change Detection via Shrinkage Post-Change Estimation
Yuan Wang, Yajun Mei
The quickest change detection problem is considered in the context of monitoring large-scale independent normal distributed data streams with possible changes in some of the means.…
Asymptotic Optimality Theory For Decentralized Sequential Multihypothesis Testing Problems
Yan Wang, Yajun Mei
The Bayesian formulation of sequentially testing hypotheses is studied in the context of a decentralized sensor network system. In such a system, local sensors observe ra…
Decentralized Multihypothesis Sequential Detection
Yan Wang, Yajun Mei
This article is concerned with decentralized sequential testing of multiple hypotheses. In a sensor network system with limited local memory, raw observations are observed at the l…
Decentralized Two-Sided Sequential Tests for A Normal Mean
Yan Wang, Yajun Mei
This article is concerned with decentralized sequential testing of a normal mean with two-sided alternatives. It is assumed that in a single-sensor network system with limited…
Comments on "A note on optimal detection of a change in distribution," by Benjamin Yakir
Yajun Mei
The purpose of this note is to show that in a widely cited paper by Yakir [Ann. Statist. 25 (1997) 2117--2126, doi:10.1214/aos/1069362390], the proof that the so-called modified Sh…
Sequential change-point detection when unknown parameters are present in the pre-change distribution
Yajun Mei
In the sequential change-point detection literature, most research specifies a required frequency of false alarms at a given pre-change distribution and tries to minimize the…