I was going to ground aem brown wire into rear O2 ground from ecm (at O2 connector). it is an ecm ground so should be reliable, right?
black wire I'll ground anywhere... since it is for heater and display.

here is what aem have to say about it (new x-series gauge):
The 0-5V analog output is suitable for output to devices such as loggers or ECUs. This differential output requires special care to ensure proper operation. The WHITE signal wire should be connected to the positive of the analog input of the logging device or ECU; the BROWN wire must be connected to the negative of the analog input of the logging device or ECU. If the logging device or ECU does not have a differential analog input (both a dedicated positive and negative terminal for the analog input) then connect the BROWN wire to the shared signal ground. If the device does not have a dedicated signal ground then as a last course of action, connect it to the power ground of the logging device.

edit: I just saw that it was recommended at step 4 on cobb website. so it confirm this! thanks