151 citations · 632 across the 84 of their papers we have counts for
20 papers · 1 filter
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…
Window-Limited CUSUM for Sequential Change Detection
Liyan Xie, George V. Moustakides, Yao Xie
We study the parametric online changepoint detection problem, where the underlying distribution of the streaming data changes from a known distribution to an alternative that is of…
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…
Two-sample Test with Kernel Projected Wasserstein Distance
Jie Wang, Rui Gao, Yao Xie
We develop a kernel projected Wasserstein distance for the two-sample test, an essential building block in statistics and machine learning: given two sets of samples, to determine…