Related papers: Quickest Change Detection of a Markov Process Acro…
In this paper, we consider the problem of quickest change point detection and identification over a linear array of $N$ sensors, where the change pattern could first reach any of these sensors, and then propagate to the other sensors. Our…
We propose a distributed Bayesian quickest change detection algorithm for sensor networks, based on a random gossip inter-sensor communication structure. Without a control or fusion center, each sensor executes its local change detection…
A novel sequential change detection problem is proposed, in which the goal is to not only detect but also accelerate the change. Specifically, it is assumed that the sequentially collected observations are responses to treatments selected…
The problem of detecting changes with multiple sensors has received significant attention in the literature. In many practical applications such as critical infrastructure monitoring and modeling of disease spread, a useful change…
We propose a quickest change detection problem over sensor networks where both the subset of sensors undergoing a change and the local post-change distributions are unknown. Each sensor in the network observes a local discrete time random…
The problem of quickest change detection with a wireless sensor node is studied in this paper. The sensor that is deployed to monitor the environment has limited energy constraint to the classical quickest change detection problem. We…
In this paper, we study the quickest change detection with mismatched post-change models. A change point is the time instant at which the distribution of a random process changes. The objective of quickest change detection is to minimize…
Quickest change point detection is concerned with the detection of statistical change(s) in sequences while minimizing the detection delay subject to false alarm constraints. In this paper, the problem of change point detection is studied…
In the problem of quickest change detection, a change occurs at some unknown time in the distribution of a sequence of random vectors that are monitored in real time, and the goal is to detect this change as quickly as possible subject to a…
The problem of sequentially detecting a moving anomaly which affects different parts of a sensor network with time is studied. Each network sensor is characterized by a non-anomalous and anomalous distribution, governing the generation of…
This work considers the problem of quickest detection of signals in a coupled system of $N$ sensors, which receive continuous sequential observations from the environment. It is assumed that the signals, which are modeled by general It\^{o}…
We consider the quickest change detection problem where both the parameters of pre- and post- change distributions are unknown, which prevents the use of classical simple hypothesis testing. Without additional assumptions, optimal solutions…
A random sequence having two segments being the homogeneous Markov processes is registered. Each segment has his own transition probability law and the length of the segment is unknown and random. The transition probabilities of each…
This work considers the problem of quickest detection of signals in a coupled system of N sensors, which receive continuous sequential observations from the environment. It is assumed that the signals, which are modeled a general Ito…
The problem of quickest detection of a change in the distribution of a sequence of independent observations is considered. The pre-change observations are assumed to be stationary with a known distribution, while the post-change…
We consider the control of a Markov decision process (MDP) that undergoes an abrupt change in its transition kernel (mode). We formulate the problem of minimizing regret under control-switching based on mode change detection, compared to a…
The problem of quickest detection of a change in the distribution of a sequence of random variables is studied. The objective is to detect the change with the minimum possible delay, subject to constraints on the rate of false alarms and…
This paper considers the constrained sampling multi-stream quickest change detection problem, also known as the bandit quickest change detection problem. One stream contains a change-point that shifts its mean by an unknown amount. The goal…
This paper establishes that an exactly optimal rule for Bayesian Quickest Change Detection (QCD) of Markov chains is a threshold test on the no change posterior. We also provide a computationally efficient scalar filter for the no change…
We consider the quickest change-point detection problem in pointwise and minimax settings for general dependent data models. Two new classes of sequential detection procedures associated with the maximal "local" probability of a false alarm…