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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

Detecting abrupt changes in the community structure of a network from noisy observations is a fundamental problem in statistics and machine learning. This paper presents an online change detection algorithm called Spectral-CUSUM to detect…

Statistics Theory · Mathematics 2023-03-17 Minghe Zhang , Liyan Xie , Yao Xie

Change-point detection, detecting an abrupt change in the data distribution from sequential data, is a fundamental problem in statistics and machine learning. CUSUM is a popular statistical method for online change-point detection due to…

Machine Learning · Computer Science 2024-03-12 Tingnan Gong , Junghwan Lee , Xiuyuan Cheng , Yao Xie

In the classical quickest change detection problem, an observer performs a single experiment to monitor a stochastic process. The goal in the classical problem is to detect a change in the statistical properties of the process, with the…

Signal Processing · Electrical Eng. & Systems 2025-10-08 Patrick Vincent N. Lubenia , Taposh Banerjee

Simultaneously monitoring changes in both the mean and variance is a fundamental problem in Statistical Process Control, and numerous methods have been developed to address it. However, many existing approaches face notable limitations:…

Methodology · Statistics 2025-09-03 Gokul Parakulum , Jun Li

We introduce a new Levy fluctuation theoretic method to analyze the cumulative sum (CUSUM) procedure in sequential change-point detection. When observations are phase-type distributed and the post-change distribution is given by exponential…

Methodology · Statistics 2022-09-07 Jevgenijs Ivanovs , Kazutoshi Yamazaki

Detecting if and when objects change is difficult in passive sub-diffraction imaging of dynamic scenes. We consider the best possible tradeoff between responsivity and accuracy for detecting a change from one arbitrary object model to…

Quantum Physics · Physics 2023-08-17 Michael R Grace , Saikat Guha , Zachary Dutton

A distributed detection scheme where the sensors transmit with constant modulus signals over a Gaussian multiple access channel is considered. The deflection coefficient of the proposed scheme is shown to depend on the characteristic…

Information Theory · Computer Science 2017-04-05 Cihan Tepedelenlioglu , Sivaraman Dasarathan

It is well known that the conventional cumulative sum (CUSUM) test suffers from low power and large detection delay. In order to improve the power of the test, we propose two alternative statistics. The backward CUSUM detector considers the…

Econometrics · Economics 2022-04-13 Sven Otto , Jörg Breitung

For compressive sensing of dynamic sparse signals, we develop an iterative pursuit algorithm. A dynamic sparse signal process is characterized by varying sparsity patterns over time/space. For such signals, the developed algorithm is able…

Statistics Theory · Mathematics 2012-10-15 Dave Zachariah , Saikat Chatterjee , Magnus Jansson

Fast radio transient search algorithms identify signals of interest by iterating and applying a threshold on a set of matched filters. These filters are defined by properties of the transient such as time and dispersion. A real transient…

We consider the sequential change-point detection for asynchronous multi-sensors, where each sensor observe a signal (due to change-point) at different times. We propose an asynchronous Subspace-CUSUM procedure based on jointly estimating…

Applications · Statistics 2019-01-25 Liyan Xie , Yao Xie , George V. Moustakides

We present a methodology for automated real-time analysis of a radio image data stream with the goal to find transient sources. Contrary to previous works, the transients we are interested in occur on a time-scale where dispersion starts to…

Instrumentation and Methods for Astrophysics · Physics 2021-08-09 David Ruhe , Mark Kuiack , Antonia Rowlinson , Ralph Wijers , Patrick Forré

We study a CUSUM (cumulative sums) procedure for the detection of changes in the means of weakly dependent time series within an abstract Hilbert space framework. We use an empirical projection approach via a principal component…

Statistics Theory · Mathematics 2015-10-08 Leonid Torgovitski

The identification, and subsequent discovery, of fast radio transients through blind-search surveys requires a large amount of processing power, in worst cases scaling as $\mathcal{O}(N^3)$. For this reason, survey data are generally…

Instrumentation and Methods for Astrophysics · Physics 2014-02-04 Alessio Magro , Aris Karastergiou , Stefano Salvini , Benjamin Mort , Fred Dulwich , Kristian Zarb Adami

We investigate the S/N of a new incoherent dedispersion algorithm optimized for FPGA-based architectures intended for deployment on ASKAP and other SKA precursors for fast transients surveys. Unlike conventional CPU- and GPU-optimized…

Instrumentation and Methods for Astrophysics · Physics 2015-06-12 Nathan Clarke , Jean-Pierre Macquart , Cathryn Trott

Gamma-ray bursts are flashes of light from distant exploding stars. Cube satellites that monitor photons across different energy bands are used to detect these bursts. There is a need for computationally efficient algorithms, able to run…

High Energy Astrophysical Phenomena · Physics 2022-08-03 Kes Ward , Giuseppe Dilillo , Idris Eckley , Paul Fearnhead

We study online changepoint detection in the context of a linear regression model. We propose a class of heavily weighted statistics based on the CUSUM process of the regression residuals, which are specifically designed to ensure timely…

Methodology · Statistics 2024-02-08 Fabrizio Ghezzi , Eduardo Rossi , Lorenzo Trapani

We present a novel method for identifying transients suitable for both strong signal-dominated and background-dominated objects. By employing the unsupervised machine learning algorithm known as Expectation Maximization, we achieve…

Instrumentation and Methods for Astrophysics · Physics 2024-07-25 Martina Karl , Philipp Eller

Incoherent dedispersion is a computationally intensive problem that appears frequently in pulsar and transient astronomy. For current and future transient pipelines, dedispersion can dominate the total execution time, meaning its…

Instrumentation and Methods for Astrophysics · Physics 2015-06-03 Benjamin R. Barsdell , Matthew Bailes , David G. Barnes , Christopher J. Fluke