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In this paper, we address the problem of detecting anomalies among a given set of binary processes via learning-based controlled sensing. Each process is parameterized by a binary random variable indicating whether the process is anomalous.…

Machine Learning · Computer Science 2023-12-04 Geethu Joseph , Chen Zhong , M. Cenk Gursoy , Senem Velipasalar , Pramod K. Varshney

We consider the problem of sensor selection for time-optimal detection of a hypothesis. We consider a group of sensors transmitting their observations to a fusion center. The fusion center considers the output of only one randomly chosen…

Information Theory · Computer Science 2009-09-10 Vaibhav Srivastava , Kurt Plarre , Francesco Bullo

We address the problem of sequentially selecting and observing processes from a given set to find the anomalies among them. The decision-maker observes a subset of the processes at any given time instant and obtains a noisy binary indicator…

Machine Learning · Computer Science 2021-12-10 Geethu Joseph , Chen Zhong , M. Cenk Gursoy , Senem Velipasalar , Pramod K. Varshney

This paper formulates and solves a sequential detection problem that involves the mutual information (stochastic observability) of a Gaussian process observed in noise with missing measurements. The main result is that the optimal decision…

Optimization and Control · Mathematics 2015-05-30 Vikram Krishnamurthy , Robert Bitmead , Michel Gevers , Erik Miehling

We consider the problem of simultaneous detection and estimation under a sequential framework. In particular we are interested in sequential tests that distinguish between the null and the alternative hypothesis and every time the decision…

Statistics Theory · Mathematics 2013-09-24 Yasin Yilmaz , George V. Moustakides , Xiaodong Wang

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…

Statistics Theory · Mathematics 2023-06-02 Jingyan Huang

In the classical quickest detection problem, one must detect as quickly as possible when a Brownian motion without drift "changes" into a Brownian motion with positive drift. The change occurs at an unknown "disorder" time with exponential…

Probability · Mathematics 2015-05-29 Robert C. Dalang , Albert N. Shiryaev

We consider the problem of decentralized detection where peripheral nodes make noisy observations of a phenomenon and send quantized information about the phenomenon towards a fusion center over a sum-rate constrained multiple access…

Information Theory · Computer Science 2015-05-05 Alla Tarighati , Joakim Jalden

A single-sensor two-detectors system is considered where the sensor communicates with both detectors and Detector 1 communicates with Detector 2, all over noise-free rate-limited links. The sensor and both detectors observe discrete…

Information Theory · Computer Science 2019-07-19 Pierre Escamilla , Michèle Wigger , Abdellatif Zaidi

A new model for controlled sensing for multihypothesis testing is proposed and studied in the sequential setting. This new model, termed {\em controlled Markovian observation} model, exhibits a more complicated memory structure in the…

Optimization and Control · Mathematics 2014-07-01 Sirin Nitinawarat , Venupogal V. Veeravalli

We address the problem of monitoring a set of binary stochastic processes and generating an alert when the number of anomalies among them exceeds a threshold. For this, the decision-maker selects and probes a subset of the processes to…

Machine Learning · Computer Science 2023-06-19 Geethu Joseph , M. Cenk Gursoy , Pramod K. Varshney

We consider nonparametric sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution with some loose constraints. We…

Information Theory · Computer Science 2013-11-15 Shouvik Ganguly , K Sahasranand , Vinod Sharma

Single fault sequential change point problems have become important in modeling for various phenomena in large distributed systems, such as sensor networks. But such systems in many situations present multiple interacting faults. For…

Information Theory · Computer Science 2015-03-17 Ram Rajagopal , XuanLong Nguyen , Sinem Coleri Ergen , Pravin Varaiya

We introduce a new decentralized observation condition which we call "at least one can tell" (OCT) and which attempts to capture the idea that for any possible behavior that a system can generate, at least one decentralized observation…

Formal Languages and Automata Theory · Computer Science 2021-08-11 Stavros Tripakis , Karen Rudie

In this paper, we review some recent results about the use of dynamic observers for fault diagnosis of discrete event systems. Fault diagnosis consists in synthesizing a diagnoser that observes a given plant and identifies faults in the…

Formal Languages and Automata Theory · Computer Science 2010-04-19 Franck Cassez , Stavros Tripakis

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…

Statistics Theory · Mathematics 2008-04-01 Savas Dayanik , H. Vincent Poor , Semih O. Sezer

We consider a quantum system that is being continuously monitored, giving rise to a measurement signal. From such a stream of data, information needs to be inferred about the underlying system's dynamics. Here we focus on hypothesis testing…

Quantum Physics · Physics 2024-03-27 Giulio Gasbarri , Matias Bilkis , Elisabet Roda-Salichs , John Calsamiglia

We consider a small extent sensor network for event detection, in which nodes take samples periodically and then contend over a {\em random access network} to transmit their measurement packets to the fusion center. We consider two…

Networking and Internet Architecture · Computer Science 2016-11-18 Premkumar Karumbu , Venkata K. Prasanthi M. , Anurag Kumar

We present an instance of the optimal sensor scheduling problem with the additional relaxation that our observer makes active choices whether or not to observe and how to observe. We mask the nodes in a directed acyclic graph of the model…

Robotics · Computer Science 2018-05-03 Andrew Warrington , Neil Dhir

We present a test for the problem of decentralized sequential hypothesis testing, which is asymptotically optimum. By selecting a suitable sampling mechanism at each sensor, communication between sensors and fusion center is asynchronous…

Methodology · Statistics 2009-08-31 Georgios Fellouris , George V. Moustakides