64 citations · 158 across the 11 of their papers we have counts for
11 papers
Nearly Optimal Adaptive Procedure with Change Detection for Piecewise-Stationary Bandit
Yang Cao, Zheng Wen, Branislav Kveton +1
Multi-armed bandit (MAB) is a class of online learning problems where a learning agent aims to maximize its expected cumulative reward while repeatedly selecting to pull arms with…
Sequential Adaptive Detection for In-Situ Transmission Electron Microscopy (TEM)
Y. Cao, S. Zhu, Y. Xie +4
We develop new efficient online algorithms for detecting transient sparse signals in TEM video sequences, by adopting the recently developed framework for sequential detection join…
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…
Robust Sequential Change-Point Detection by Convex Optimization
Yang Cao, Yao Xie
We address the computational challenge of finding the robust sequential change-point detection procedures when the pre- and post-change distributions are not completely specified.…
Change Detection via Affine and Quadratic Detectors
Yang Cao, Vincent Guigues, Anatoli Juditsky +2
The goal of the paper is to develop a specific application of the convex optimization based hypothesis testing techniques developed in A. Juditsky, A. Nemirovski, "Hypothesis testi…
Multi-Sensor Slope Change Detection
Yang Cao, Yao Xie, Nagi Gebraeel
We develop a mixture procedure for multi-sensor systems to monitor data streams for a change-point that causes a gradual degradation to a subset of the streams. Observations are as…
Categorical Matrix Completion
Yang Cao, Yao Xie
We consider the problem of completing a matrix with categorical-valued entries from partial observations. This is achieved by extending the formulation and theory of one-bit matrix…
Sketching for Sequential Change-Point Detection
Yang Cao, Andrew Thompson, Meng Wang +1
We study sequential change-point detection procedures based on linear sketches of high-dimensional signal vectors using generalized likelihood ratio (GLR) statistics. The GLR stati…
Poisson Matrix Recovery and Completion
Yang Cao, Yao Xie
We extend the theory of low-rank matrix recovery and completion to the case when Poisson observations for a linear combination or a subset of the entries of a matrix are available,…
Poisson Matrix Completion
Yang Cao, Yao Xie
We extend the theory of matrix completion to the case where we make Poisson observations for a subset of entries of a low-rank matrix. We consider the (now) usual matrix recovery f…
Fast Algorithm for Low-rank matrix recovery in Poisson noise
Yang Cao, Yao Xie
This paper describes a fast algorithm for recovering low-rank matrices from their linear measurements contaminated with Poisson noise: the Poisson noise Maximum Likelihood Singular…