Related papers: Data-Efficient Quickest Change Detection with On-O…
The problem of quickest change detection is studied in the context of detecting an arbitrary unknown mean-shift in multiple independent Gaussian data streams. The James-Stein estimator is used in constructing detection schemes that exhibit…
The paper studies a class of quadratic optimal control problems for partially observable linear dynamical systems. In contrast to the full information case, the control is required to be adapted to the filtration generated by the…
This work considers the problem of detecting signals from multiple sequentially observed data streams, where only one stream can be observed at every time instant. The goal is to detect signals as quickly as possible while controlling the…
We provide an overview of the state-of-the-art in the area of sequential change-point detection assuming discrete time and known pre- and post-change distributions. The overview spans over all major formulations of the underlying…
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…
This paper presents a convex optimization approach to control the density distribution of autonomous mobile agents with two control modes: ON and OFF. The main new characteristic distinguishing this model from standard Markov decision…
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.…
Energy-efficient machine learning models that can run directly on edge devices are of great interest in IoT applications, as they can reduce network pressure and response latency, and improve privacy. An effective way to obtain…
This paper is concerned with parameter identification problem for finite impulse response (FIR) systems with binary-valued observations under low computational complexity. Most of the existing algorithms under binary-valued observations…
The CUSUM procedure is known to be optimal for detecting a change in distribution under a minimax scenario, whereas the Shiryaev-Roberts procedure is optimal for detecting a change that occurs at a distant time horizon. As a simpler…
We study sequential change-point detection for spatio-temporal point processes, where actionable detection requires not only identifying when a distributional change occurs but also localizing where it manifests in space. While classical…
The paper addresses a joint sequential changepoint detection and identification/isolation problem for a general stochastic model, assuming that the observed data may be dependent and non-identically distributed, the prior distribution of…
Responding appropriately to the detections of a sequential change detector requires knowledge of the rate at which false positives occur in the absence of change. Setting detection thresholds to achieve a desired false positive rate is…
For decades researchers have studied the On/Off counting problem, where a measured rate consists of two parts. One due to a signal process and another due to a background process, of which both magnitudes are unknown. While most frequentist…
The controller of an input-affine system is determined through minimizing a time-varying objective function, where stabilization is ensured via a Lyapunov function decay condition as constraint. This constraint is incorporated into the…
A challenging category of robotics problems arises when sensing incurs substantial costs. This paper examines settings in which a robot wishes to limit its observations of state, for instance, motivated by specific considerations of energy…
There is a lack of methodological results for continuous time change detection due to the challenges of noninformative prior specification and efficient posterior inference in this setting. Most methodologies to date assume data are…
We addressed the problem of detecting the change in behavior of information diffusion from a small amount of observation data, where the behavior changes were assumed to be effectively reflected in changes in the diffusion parameter value.…
A finite-horizon variant of the quickest change detection problem is investigated, which is motivated by a change detection problem that arises in piecewise stationary bandits. The goal is to minimize the \emph{latency}, which is smallest…
This paper investigates the quickest change detection of quantum states in a universal setting: specifically, where the post-change quantum state is not known a priori. We establish the asymptotic optimality of a two-stage approach in terms…