Related papers: Quickest Change Detection of a Markov Process Acro…
The problem of quickest change detection (QCD) under transient dynamics is studied, where the change from the initial distribution to the final persistent distribution does not happen instantaneously, but after a series of transient phases.…
This paper investigates change point detection in state space models, in which the pre-change distribution $f^{\theta_0}$ is given, while the poster distribution $f^{\theta}$ after change is unknown. The problem is to raise an alarm as soon…
In this paper, quickest detection of false data injection attack on remote state estimation is considered. A set of $N$ sensors make noisy linear observations of a discrete-time linear process with Gaussian noise, and report the…
A finite-horizon variant of the quickest change detection (QCD) problem that is of relevance to learning in non-stationary environments is studied. The metric characterizing false alarms is the probability of a false alarm occurring before…
The problem of quickest detection of a change in the distribution of a $n\times p$ random matrix based on a sequence of observations having a single unknown change point is considered. The forms of the pre- and post-change distributions of…
Modern information systems generate large volumes of data with anomalies that occur at unknown points in time and have to be detected quickly and reliably with low false alarm rates. The paper develops a general theory of quickest…
This paper considers the problem of sensory data scheduling of multiple processes. There are $n$ independent linear time-invariant processes and a remote estimator monitoring all the processes. Each process is measured by a sensor, which…
Consider the problem on sequential change-point detection on multiple data streams. We provide the asymptotic lower bounds of the detection delays at all levels of change-point sparsity and we derive a smaller asymptotic lower bound of the…
This paper considers the problem of joint change detection and identification assuming multiple composite postchange hypotheses. We propose a multihypothesis changepoint detection-identification procedure that controls the probabilities of…
The problem of detecting changes in the statistical properties of a stochastic system and time series arises in various branches of science and engineering. It has a wide spectrum of important applications ranging from machine monitoring to…
A generalized multisensor sequential change detection problem is considered, in which a number of (possibly correlated) sensors monitor an environment in real time, the joint distribution of their observations is determined by a global…
A Markov process is registered. At random moment $\theta$ the distribution of observed sequence changes. Using probability maximizing approach the optimal stopping rule for detecting the change is identified. Some explicit solution is…
We study the multichannel quickest change detection problem with bandit feedback and controlled sensing, in which an agent sequentially selects one of the data streams to observe at each time-step and aims to detect an unknown change as…
For the classical continuous-time quickest change-point detection problem it is shown that the randomized Shiryaev-Roberts-Pollak procedure is asymptotically nearly minimax-optimal (in the sense of Pollak 1985) in the class of randomized…
We study a problem of distributed detection of a stationary point event in a large extent wireless sensor network ($\wsn$), where the event influences the observations of the sensors only in the vicinity of where it occurs. An event occurs…
This paper deals with the problem of asymptotically optimal detection of changes in regime-switching stochastic models. We need to divide the whole obtained sample of data into several sub-samples with observations belonging to different…
This paper addresses the problem of detecting false data injection (FDI) attacks in a distributed network without a fusion center, represented by a connected graph among multiple agent nodes. Each agent node is equipped with a sensor, and…
We study a monitoring system in which the distributions of sensors' observations change from a nominal distribution to an abnormal distribution in response to an adversary's presence. The system uses the quickest change detection procedure,…
We study the multivariate nonparametric change point detection problem, where the data are a sequence of independent $p$-dimensional random vectors whose distributions are piecewise-constant with Lipschitz densities changing at unknown…
Suppose that local characteristics of several independent compound Poisson and Wiener processes change suddenly and simultaneously at some unobservable disorder time. The problem is to detect the disorder time as quickly as possible after…