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Distributed change-point detection has been a fundamental problem when performing real-time monitoring using sensor-networks. We propose a distributed detection algorithm, where each sensor only exchanges CUSUM statistic with their…

Signal Processing · Electrical Eng. & Systems 2019-01-09 Qinghua Liu , Rui Zhang , Yao Xie

Online change detection involves monitoring a stream of data for changes in the statistical properties of incoming observations. A good change detector will detect any changes shortly after they occur, while raising few false alarms.…

Statistics Theory · Mathematics 2020-03-03 Thomas Flynn , Shinjae Yoo

The problem of quickest change detection with communication rate constraints is studied. A network of wireless sensors with limited computation capability monitors the environment and sends observations to a fusion center via wireless…

Systems and Control · Computer Science 2016-09-06 Xiaoqiang Ren , Karl H. Johansson , Dawei Shi , Ling Shi

Universal compression algorithms have been studied in the past for sequential change detection, where they have been used to estimate the post-change distribution in the modified version of the Cumulative Sum (CUSUM) Test. In this paper, we…

Information Theory · Computer Science 2021-12-15 Vikrant Malik , R. K. Bansal

Computationally inexpensive algorithm for detecting of dispersed transients has been developed using Cumulative Sums (CUSUM) scheme for detecting abrupt changes in statistical characteristics of the signal. The efficiency of the algorithm…

Instrumentation and Methods for Astrophysics · Physics 2011-04-28 Gene Soudlenkov , Vyacheslav V. Kitaev

In this paper, we consider a non-Bayesian sequential change detection based on the Cumulative Sum (CUSUM) algorithm employed by an energy harvesting sensor where the distributions before and after the change are assumed to be known. In a…

Applications · Statistics 2020-01-15 Subhrakanti Dey

We study the parametric online changepoint detection problem, where the underlying distribution of the streaming data changes from a known distribution to an alternative that is of a known parametric form but with unknown parameters. We…

Statistics Theory · Mathematics 2023-05-22 Liyan Xie , George V. Moustakides , Yao Xie

The problem of decentralized sequential change detection is considered, where an abrupt change occurs in an area monitored by a number of sensors; the sensors transmit their data to a fusion center, subject to bandwidth and energy…

Statistics Theory · Mathematics 2013-11-12 Georgios Fellouris , George V. Moustakides

We present a distribution-free CUSUM procedure designed for online change detection in a time series of low-rank images, particularly when the change causes a mean shift. We represent images as matrix data and allow for temporal dependence,…

Methodology · Statistics 2025-02-28 Tingnan Gong , Seong-Hee Kim , Yao Xie

We investigate sequential change point estimation and detection in univariate nonparametric settings, where a stream of independent observations from sub-Gaussian distributions with a common variance factor and piecewise-constant but…

Statistics Theory · Mathematics 2020-11-16 Yi Yu , Oscar Hernan Madrid Padilla , Daren Wang , Alessandro Rinaldo

This paper addresses the problem of detecting changes when only unnormalized pre- and post-change distributions are accessible. This situation happens in many scenarios in physics such as in ferromagnetism, crystallography,…

Machine Learning · Statistics 2025-02-12 Arman Adibi , Sanjeev Kulkarni , H. Vincent Poor , Taposh Banerjee , Vahid Tarokh

Classical quickest change detection algorithms require modeling pre-change and post-change distributions. Such an approach may not be feasible for various machine learning models because of the complexity of computing the explicit…

Machine Learning · Statistics 2023-02-02 Suya Wu , Enmao Diao , Taposh Banerjee , Jie Ding , Vahid Tarokh

A vector-valued model-based cumulative sum (CUSUM) procedure is proposed for identifying faulty/falsified sensor measurements. First, given the system dynamics, we derive tools for tuning the CUSUM procedure in the fault/attack free case to…

Systems and Control · Computer Science 2017-10-13 Carlos Murguia , Justin Ruths

Detecting abrupt changes in real-time data streams from scientific simulations presents a challenging task, demanding the deployment of accurate and efficient algorithms. Identifying change points in live data stream involves continuous…

Sequential change-point detection plays a critical role in numerous real-world applications, where timely identification of distributional shifts can greatly mitigate adverse outcomes. Classical methods commonly rely on parametric density…

Machine Learning · Statistics 2025-01-23 Wenbin Zhou , Liyan Xie , Zhigang Peng , Shixiang Zhu

Detecting change points sequentially in a streaming setting, especially when both the mean and the variance of the signal can change, is often a challenging task. A key difficulty in this context often involves setting an appropriate…

Methodology · Statistics 2022-11-01 Nauman Ahad , Mark A. Davenport , Yao Xie

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…

Signal Processing · Electrical Eng. & Systems 2021-02-11 Deniz Sargun , C. Emre Koksal

Many modern applications of online changepoint detection require the ability to process high-frequency observations, sometimes with limited available computational resources. Online algorithms for detecting a change in mean often involve…

Methodology · Statistics 2023-04-12 Gaetano Romano , Idris Eckley , Paul Fearnhead , Guillem Rigaill

Sequential attack detection in a distributed estimation system is considered, where each sensor successively produces one-bit quantized samples of a desired deterministic scalar parameter corrupted by additive noise. The unknown parameters…

Information Theory · Computer Science 2018-02-12 Jiangfan Zhang , Xiaodong Wang

In a variety of different settings cumulative sum (CUSUM) procedures have been applied for the sequential detection of structural breaks in the parameters of stochastic models. Yet their performance depends strongly on the time of change…

Methodology · Statistics 2013-08-07 Stefan Fremdt
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