Yao Xie

Change-point detection: Tutorials

Sequential (quickest) change detection: Classical results and new directions.
Liyan Xie, Shaofeng Zou, Yao Xie, and Venugopal V. Veeravalli.
IEEE Journal on Selected Areas in Information Theory (JSAIT). Vol. 2, No. 2, pp. 494-514, 2021.

Sequential change-point detection: Computation versus statistical performance.
Haoyun Wang, Yao Xie.
WIREs Computational Statistics. Vol. 16, No. 1. 2024.

Change-point detection: Theory and Methods

Higher-criticism for sparse multi-sensor change-point detection.
Tingnan Gong, Alon Kipnis, Yao Xie. (Authors alphabetical order.)

Online kernel CUSUM for change-point detection.
Song Wei, Yao Xie.
In revision, Journal of the Royal Statistical Society: Series B.
Github.

Neural network-based CUSUM for online change-point detection.
Tingnan Gong, Junghwan Lee, Xiuyuan Cheng, Yao Xie.
Preliminar version appears in ICASSP 2023.

Learning sinkhorn divergences for supervised change point detection.
Nauman Ahad, Eva L. Dyer, Keith B. Hengen, Yao Xie, Mark A. Davenport.

Data-adaptive symmetric CUSUM for sequential change detection.
Nauman Ahad, Mark A. Davenport, Yao Xie.
Sequential Analysis. 2024. Vol. 43, No. 1. pp 1-27.

Window-limited CUSUM for sequential change detection.
Liyan Xie, George V. Moustakides, Yao Xie.
IEEE Transactions on Information Theory. Vol. 69, No. 9, pp. 5990-6005. 2023.

Spectral CUSUM for online network structure change detection.
Minghe Zhang, Liyan Xie, and Yao Xie.
IEEE Transactions on Information Theory. Vol. 69, No. 7, pp. 4691-4707. 2023.

Sequential change-point detection for mutually exciting point processes over networks.
Haoyun Wang, Liyan Xie, Yao Xie, Alex Cuozzo, Simon Mak.
Technometrics, Vol. 65, No. 1, pp. 44-56, 2023.

PERCEPT: A new online change-point detection method using topological data analysis.
Xiaojun Zheng, Simon Mak, Liyan Xie, and Yao Xie.
Technometrics. Vol. 65, No. 2, pp. 162-178. 2023.
Finalist, INFORMS 2022 Data Mining Best Paper Competition Award (Student Track).

Online score statistics for detecting clustered change in network point processes.
Rui Zhang, Haoyun Wang, Yao Xie.
Sequential Analysis. 42:1, pp. 70-89. 2023.

Training neural networks for sequential change-point detection.
Junghwan Lee, Yao Xie, Xiuyuan Cheng.
ICASSP 2023.

Online detection of a cascade of multiple change-points.
Rui Zhang, Rui Yao, Yao Xie, and Feng Qiu.
Allerton 2022.

Sequential change detection by optimal weighted l₂ divergence.
Liyan Xie and Yao Xie.
IEEE Journal on Selected Areas in Information Theory (JSAIT). Vol. 2, No. 2, pp. 747-761, 2021.

Sequential subspace change-point detection.
Liyan Xie, Yao Xie, George Moustakides.
Sequential Analysis, 39:3, pp. 307-335, 2020.
(Finalist of INFORMS QSR Best Student Paper Contest, 2019.)

Scan B-statistic for kernel change-point detection.
S. Li, Y. Xie, H. Dai, and L. Song.
Sequential Analysis, Vol. 38, No. 4, pp. 503-544.
Finalist of INFORMS QSR Best Student Paper Contest, 2018.

Sketching for sequential change-point detection.
Y. Cao, A. Thompson, M. Wang, and Y. Xie.
EURASIP Journal on Advances in Signal Processing. 2019:42.

Distributed change detection based on average consensus.
Q. Liu, Rui Zhang, and Y. Xie.
Springer Proceedings in Mathematics and Statistics, 2019.

Nearly optimal adaptive procedure with change detection for piecewise-stationary bandit.
Y. Cao, Z. Wen, B. Kveton, Y. Xie.
AISTATS 2019.

First-order optimal sequential subspace change-point detection.
L. Xie, G. Moustakides, Y. Xie.
GlobalSIP 2018.

Change detection via affine and quadratic detectors.
Y. Cao, V. Guigues, A. Juditsky, A. Nemirovski, and Y. Xie.
Electronic Journal of Statistics. Vol. 12, No. 1, pp. 1-57, 2018.

Sequential change-point detection via online convex optimization. (pdf)
Y. Cao, L. Xie, Y. Xie, and H. Xu.
Entropy, Vol. 20, No.2, 108. Special Issue on "Information Theory in Machine Learning and Data Science.”

Nearly second-order asymptotic optimality of sequential change-point detection with one-sample updates.
Y. Cao, L. Xie, Y. Xie, and H. Xu.
AISTATS 2018.

Sequential graph scanning statistic for change-point detection.
X. He, Y. Xie, S.-M. Wu, F.-C. Lin.
Asilomar 2018.

Sequential detection of low-rank changes using extreme eigenvalues.
L. Xie and Y. Xie.
CAMSAP 2017.

Robust sequential change-point detection by convex optimization.
Y. Cao, and Y. Xie.
International Symposium on Information Theory (ISIT) 2017.

Multi-sensor slope change detection.
Y. Cao, Y. Xie, and N. Gebraeel.
Annals of Operations Research, pp. 1-27, April 2016.

Sequential low-rank change detection.
Y. Xie, and L. Seversky.
Allerton Conference 2016.

Sequential change-point approach for community detection.
D. Maragoni-Simonsen and Yao Xie.
IEEE Signal Processing Letter, Vol. 22, No. 8, pp. 1035-1039, Aug. 2015.

M-statistic for kernel change-point detection.
S. Li, Y. Xie, H. Dai, and L. Song.
NeurIPS 2015.

Sequential multi-sensor change-point detection.
Yao Xie, David Siegmund.
Annals of Statistics, Vol. 41, No. 2, pp. 670-692, 2013.

Change-point detection for high-dimensional time series with missing data.
Y. Xie, J. Huang, and R. Willett.
IEEE Journal of Selected Topics in Signal Processing (J-STSP), vol. 7, no. 1, pp. 12-27, Feb. 2013.

Change-point detection of weak signals: How to use signal correlation.
Y. Xie and D. Siegmund. Technical Report, 2011.

Change-point detection: Applications

Distribution-free image monitoring with application to battery coating process.
Tingnan Gong, Di Liu, Heeseon Kim, Seong-Hee Kim, Taeheung Kim, Dongki Lee, and Yao Xie.
IISE Transactions. Accepted.

Online detection of supply chain network disruptions using sequential change-point detection for Hawkes processes.
Khurram Yamin, Haoyun Wang, Montreuil Benoit, and Yao Xie.
9th International Physical Internet Conference (IPIC). 2023.

Distribution-free multivariate time-series monitoring with analytically determined control limits.
Di Liu, Heeseon Kim, Seong-Hee Kim, Taeheung Kim, Dongki Lee, Yao Xie.
International Journal of Production Research. 2023. Vol. 61, No. 20, pp. 6960-6977.

Online critical-state detection of sepsis among ICU patients using Jensen-Shannon divergence.
Jefferey R. Smith Jr., Yao Xie, Christopher Josef, Rishikesan Kamaleswaran.
AMIA 2022 Annual Symposium. (First Pace, Student Paper Competition.)

Time-series surface resistivity data with change-point detection: Evaluating pozzolanicity under standard and accelerated curing.
Renee T. Rios, Francesca Lolli, Liyan Xie, Yao Xie, Kimberley Kurtis.
Cement and Concrete Research, July 2021.

: An efficient score statistic for spatial-temporal surveillance.
J. Chen, S.-H. Kim, and Y. Xie.
Sequential Analysis, 39:4, pp. 563-592, 2020.
(Finalist of INFORMS QSR Best Student Paper Contest, 2017.)

To reduce or not to reduce: A study on spatio-temporal surveillance.
J. Chen, C. Park, S.-H. Kim, and Y. Xie.
Environmental and Ecological Statistics (EEST). Vol. 26, No. 3, pp. 217-238 September 2019.

Asynchronous multi-sensor change-point detection for seismic tremors.
L. Xie, Y. Xie, and G. V. Moustakides.
ISIT 2019.

Sequential Adaptive Detection for In-Situ Transmission Electron Microscopy (TEM).
Y. Cao, S. Zhu, Y. Xie, J. Key, J. Kacher, R. R. Unocic, C. M. Rouleau.
ICASSP 2018.

PMU-based online change-point detection of imbalance in three-phase power systems.
T. Routtenberg and Y. Xie.
2017 IEEE PES Innovative Smart Grid Technologies Conference.

Detecting weak changes in dynamic events over networks.
S. Li, Y. Xie, M. Farajtabar, A. Verma, and L. Song.
IEEE Transactions on Signal and Information Processing over Networks. Vol. 3, No. 2, pp. 346-359, 2017.

Spectrum opportunity detection with weak and correlated signals.
Y. Xie, D. Siegmund, IEEE Annual Asilomar Conference on Signals, Systems, and Communications, Nov. 2012.