151 citations · 632 across the 84 of their papers we have counts for
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math.ST2018★ 1 cited
Sequential Subspace Change-Point Detection
Liyan Xie, Yao Xie, George V. Moustakides
We consider the online monitoring of multivariate streaming data for changes that are characterized by an unknown subspace structure manifested in the covariance matrix. In particu…
math.ST2018★ 4 cited
First-order optimal sequential subspace change-point detection
Liyan Xie, George V. Moustakides, Yao Xie
We consider the sequential change-point detection problem of detecting changes that are characterized by a subspace structure. Such changes are frequent in high-dimensional streami…