The use of traditional positioning technologies, such as GPS and wireless local positioning, rely on underlying infrastructure. However, in a subway environment, such positioning systems are not available for the positioning tasks, such as the detection of the train arrivals for the passengers in the train. An alternative approach is to exploit the contextual information available in the mobile devices of subway riders to detect train arrivals. To this end, we propose to exploit multiple contextual features extracted from the mobile devices of subway riders to precisely detecting train arrivals. Following this line, we first investigate potential contextual features which may be effective to detect train arrivals according to the observations from 3D accelerometers and GSM radio. Furthermore, we propose to explore the maximum entropy (MaxEnt) model for training a train arrival detector by learning the correlation between contextual features and train arrivals. Finally, we perform extensive experiments on several real-world data sets collected from two major subway lines in the Beijing subway system. Experimental results validate both the effectiveness and efficiency of the proposed approach.