Yao Xie

yao photo

Yao Xie (Official webpage)
Assistant Professor and Harold R. and Mary Anne Nash Early Career Professor, H. Milton Stewart School of Industrial and Systems Engineering (ISyE)
Adjunct Assistant Professor, School of Electrical and Computer Engineering (ECE)
Georgia Institute of Technology


Office Phone: (404) 385-1687
Office: Groseclose 339
765 Ferst Dr NW, Atlanta, GA, 30332-0205
Email: Email address

Research Interests

Signal processing, statistics, optimization, and machine learning. I am particularly interested in sequential analysis and change-point detection, and their broad applications in sensor networks, social networks, imaging and communications.

Coverage of our project with Atlanta Police Department (crime correlation detection and zone redistribution, which won the "Smart 50 Award" at the annual Smart Cities Connect and Expo conference.

Currently Teaching

ISyE 2028, Basic Statistical Methods. Fall 2018. Syllabus, Tentative schedule.


Nov. 2018, Shuang Li is a Finalist in the 2018 INFORMS QSR Best Student Paper Competition. She is also a Finalist in the 2018 INFORMS Social Media Analytics Best Student Paper Competition. Congratulations Shuang!

Oct. 2018, a paper is accepted with minor revision with IEEE Transactions on Signal Processing: "Matrix completion with deterministic pattern - a geometric perspective". A. Shapiro, Y. Xie, and R. Zhang.

Sept. 2018, two papers accepted for Spotlight Presentation (top 3.5%) at NIPS 2018: "Robust hypothesis testing using Wasserstein uncertainty sets", with R. Gao, L. Xie, and H. Xu, and "Learning temporal point processes via reinforcement learning", with S. Li, S. Xiao, S. Zhu, N. Du, and L. Song.

Aug. 2018, receive new grants from National Science Foundation (NSF) and the Atlanta Police Foundation (APF). Thank you NSF, and APF!

July 2018, give a seminar at Kyoto University, and talk at Discrete Optimization and Machine Learning Workshop in Tokyo, Japan.

June 2018, invited talk at Mostly OM Workshop at Tsinghua University, Beijing, China; invited talk at SPA 2018 (40th Conference on Stochastic Processes and their Applications) in Gothenburg, Sweden; and invited talk at IWAP 2018 (9th International workshop on Applied Probability) in Budapest, Hungary.

May 2018, paper ``Maximum entropy low-rank matrix recovery'' with S. Mak accepted by IEEE Journal of Selected Topics in Signal Processing. Conference version of the paper was accepted by ISIT 2018.

April 2018, Shixiang Zhu received the Best Poster Award at the Workshop on Forecasting from Complexity.

April 2018, Yang Cao has successfully defended his Ph.D. thesis. Congratulations Dr. Cao!

April 2018, talk at IMA Program, Workshop on Forecasting from Complexity, at University of Minnesota, Twin Cities.

March 13 2018, seminar at the University of Washington, Department of Statistics.

March 2018, talk at the Smart Cities Connect Conference and Expo about our Smart 50 Award project.

March 2018, talk at CISS workshop, Princeton University.

March 2018, give a seminar at Stanford University, ISL/IT seminar: "Robust sequential change-point detection".

Feb. 2018, submitted a new paper "Matrix completion with deterministic pattern - a geometric perspective". Joint work with A. Shapiro and R. Zhang.

Feb. 2018, talk at ITA 2018.

Feb. 2018, attend NSF workshop on "Real-time learning and decision making in dynamical systems."

Feb. 2018, paper accepted by EURASIP Journal on Advances in Signal Processing. "On the effect of model mismatch for sequential Info-Greedy Sensing". Joint work with R. Song and S. Pokutta.

Jan. 2018, our crime data analytics project won the "2018 Smart 50 Award" at the Smart Cities Connect Conference & Expo. The project is funded by the Atlanta Police Foundation and a collaboration with the Atlanta Police Department. Congratulations Shixiang and Shuang, who did most of the work!

Jan. 2018, our paper "Sequential change-point detection via online convex optimization" was accepted by Entropy, Special Issue on "Information Theory in Machine Learning and Data Science". Joint work with Y. Cao, L. Xie and H. Xu. A preliminary conference version was accepted by AISTATS 2018: "On near optimality of one-sample update for sequential joint detection and estimation".

Dec. 2017, our paper appeared in Electronic Journal of Statistics: "Change detection via affine and quadratic detectors". Joint work with V. Guigues, A. Juditsky, A. Nemirovski, and Y. Cao.