151 citations · 632 across the 84 of their papers we have counts for
4 papers · 2 filters
Sequential Change Detection by Optimal Weighted Divergence
Liyan Xie, Yao Xie
We present a new non-parametric statistic, called the weighed divergence, based on empirical distributions for sequential change detection. We start by constructing the we…
On characteristic rank for matrix and tensor completion
Alexander Shapiro, Yao Xie, Rui Zhang
In this lecture note, we discuss a fundamental concept, referred to as the {\it characteristic rank}, which suggests a general framework for characterizing the basic properties of…
Goodness-of-Fit Test for Mismatched Self-Exciting Processes
Song Wei, Shixiang Zhu, Minghe Zhang +1
Recently there have been many research efforts in developing generative models for self-exciting point processes, partly due to their broad applicability for real-world application…
Convex Parameter Recovery for Interacting Marked Processes
Anatoli Juditsky, Arkadi Nemirovski, Liyan Xie +1
We introduce a new general modeling approach for multivariate discrete event data with categorical interacting marks, which we refer to as marked Bernoulli processes. In the propos…