151 citations · 632 across the 84 of their papers we have counts for
Showing 2017 · math.STShow all
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math.ST2017
Sequential detection of low-rank changes using extreme eigenvalues
Liyan Xie, Yao Xie
We study the problem of detecting an abrupt change to the signal covariance matrix. In particular, the covariance changes from a "white" identity matrix to an unknown spiked or low…
math.ST2017★ 2 cited
: An Efficient Score-Statistic for Spatio-Temporal Surveillance
Junzhuo Chen, Seong-Hee Kim, Yao Xie
We present an efficient score statistic, called the statistic, to detect the emergence of a spatially and temporally correlated signal from either fixed-s…
math.ST2017★ 1 cited
Nearly second-order asymptotic optimality of sequential change-point detection with one-sample updates
Yang Cao, Liyan Xie, Yao Xie +1
Sequential change-point detection when the distribution parameters are unknown is a fundamental problem in statistics and machine learning. When the post-change parameters are unkn…