Yao Xie

yao photo

Yao Xie (Official webpage)
Associate Professor
Harold R. and Mary Anne Nash Early Career Professor
H. Milton Stewart School of Industrial and Systems Engineering (ISyE)
Associate Director, Machine Learning Center
Adjunct 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

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

Social Impact

See here for our work on data-driven policing.

Currently Teaching

Undergraduate course: ISyE 3030, Basic Statistical Methods. Fall 2019.

Graduate course (Online): ISyE 6740, Computational Data Analysis. Fall 2019.


I am co-organizing a Special Issue at IEEE Journal on Selected Areas in Information Theory, on "Sequential, active, and reinforcement learning". Please see here for call-for-paper.

July 2019, give a virtual seminar at CDC on "High-resolution spatio-temporal covariates model and prediction for COVID-19 in the US".

July 2020, Alexander Bukharin received the President’s Undergraduate Research Salary Award (PURA) for working on our project: COVID-19 spatial-temporal sequential modeling and prediction.

June 2020, I was selected to join the 2020-2021 Cohort of the Office of Provost's Emerging Leaders Program.

May 2020, give virtual statistics seminar at Rutgers University.

April 2020, Alexander Bukharin received the GT COE Outstanding Undergraduate Research Award for his work with us on Atlanta police districting.

I am organizing a session on "Recent Advances in Sequential Analysis" at CISS, held at Princeton in March 2020.

I will serve as an Associate Editor for Sequential Analysis, 2020-2022.

Jan. 2019, our group has 3 papers accepted by IEEE ICASSP 2020: "Adversarial anomaly detection for marked spatio-temporal streaming data", "Online community detection by spectral CUSUM", and "Sequential vessel trajectory identification using truncated Viterbi algorithm."

Dec. 2019, attend TBSI Workshop on Data Science, in ShenZhen, China.

Nov. 2019, elected IEEE SAM (Sensor Array and Multichannel) Technical Committee member.

Nov. 2019, give a seminar at the Mathematical Colloqium at RPI.

Nov. 2019, talk at Health Systems: The Next Generation Forum at Georgia Tech.

Oct. 2019, Woody received 2nd place INFORMS "Doing Good with Good OR" Student Paper Competition, for "Data driven optimization for Atlanta Police zone design". Joint work with myself and He Wang.

Oct. 2019, present at NSF ATD workshop.

Oct. 2019, co-organize Georgia Statistics Day, in Oct. 2019.

Oct. 2019, seminar at WUSTL, Department of Math and Statistics.

Sept. 2019, appointed the Associate Editor of IEEE Transactions on Signal Processing.

Sept. 2019, seminar at CMU, Department of Statistics and Data Science.

August 2019, Liyan Xie received the Runner-Up for the INFORMS Computing Society Student Paper Prize for "Robust Hypothesis Testing with Wasserstein Uncertainty Sets". Joint work with Rui Gao and myself.

August 2019, receive new NSF Grant "Sequential detection and prediction for solar situation awareness in power networks". Co-PIs: Andy Sun and Pascal Van Hentenryck.

August 2019, talk at SAMSI Deep Learning Workshop at Duke University.

August 2019, co-organizing (with Xiaoming Huo) the Foundation of Data Science Summer School sponsored by the NSF TRIPODS Institutes at the Georgia Institute of Technology. Reports are here.

July 2019, invited talk at European Meeting of Statisticians (EMS), Palermo, Italy.

July 2019, paper presented at ISIT 2019, entitled "Asynchronous multi-sensor change-point detection for seismic tremors". Joint work with L. Xie, Y. Xie, and G. V. Moustakides.

June 2019, posted new papers "Dynamic pricing in an evolving and unknown marketplace" with Y. Chen and Z. Wen, and "An approximation algorithm for training One-Node ReLU neural networks" with S. Dey and G. Wang, and "Reinforcement learning of spatio-temporal point processes" with S. Zhu, and S. Li.

June 2019, invited talk at EcoStat Conference in Taiwan.

June 2019, give a session at "Misson Poissible" Summer Camp for middle school students.

June 2019, talk at the 2nd Symposium on Machine Learning in Science and Engineering (MLSE), held at Georgia Tech, and give a short course at the concurrent "Introduction to Bayesian statistics''.

May 2019, Rui Zhang received the Best Student Paper Award at the ICASSP Conference for his paper with Alexander Shapiro and me, entitled "Statistical rank selection for incomplete low-rank matrices". Congratulations Rui!

May 2019, I co-organize Workshop on Decision Analytics for Dynamic Policing, in Arlington, Virginia, May 9-10, 2019. The workshop is sponsored by National Science Foundation CMMI-1917624.

May 2019, I give a seminar at Princeton University, Electrical Engineering Department, talk at the ICASSP Conference in Brighton UK, and at the TRIPODS 2nd Southwest Summer Conference in Oracle, Arizona.

May 2019, Liyan Xie received Grant Grant Award from the ISIT 2019 Conference, and she will present our paper ``Asynchronous multi-sensor change-point detection for seismic tremors.'', joint work with George Moutakides.

April 2019, I give a seminar at Duke Statistics Department.

March 2019, invited talk at the BIRS Workshop on Mathematical Criminology and Security, in Banff, Alberta, Canada.

March 2019, invited talk at 14th Workshop on Stochastic Models, Statistics and their Application (SMSA), at TU Dresden, Germany. Talk about Distributed change detection based on average consensus, joint work with Q. Liu, Rui Zhang,

Feb. 2019, give a seminar at UT Austin on "Uncerainty quantification and active sampling for low-rank matrices".

Feb. 2019, give a talk at ITA workshop.

Dec. 2018, a paper accepted by AISTATS 2018: "Nearly optimal adaptive procedure for piecewise-stationary bandit: A change-point detection approach." Joint work with Y. Cao, Z. Wen, and B. Kveton.

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 by 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 by NeurIPS 2018 for Spotlight Presentation (top 3.5%): "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.