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We propose a method that performs anomaly detection and localisation within heterogeneous data using a pairwise undirected mixed graphical model. The data are a mixture of categorical and quantitative variables, and the model is learned…
Anomaly detection in connected autonomous vehicles (CAVs) is crucial for maintaining safe and reliable transportation networks, as CAVs can be susceptible to sensor malfunctions, cyber-attacks, and unexpected environmental disruptions. This…
This paper presents a new method for anomaly detection in automated systems with time and compute sensitive requirements, such as autonomous driving, with unparalleled efficiency. As systems like autonomous driving become increasingly…
This paper studies a stochastic extremum seeking method to steer a nonholonomic vehicle to the unknown source of a static spatially distributed filed in a plane. The key challenge lies in the lack of vehicle's position information and the…
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…
We present an end-to-end differentiable neural network architecture to perform anomaly detection in multivariate time series by incorporating a Sequential Probability Ratio Test on the prediction residual. The architecture is a cascade of…
Timely detection of abrupt anomalies is crucial for real-time monitoring and security of modern systems producing high-dimensional data. With this goal, we propose effective and scalable algorithms. Proposed algorithms are nonparametric as…
Human drivers can recognise fast abnormal driving situations to avoid accidents. Similar to humans, automated vehicles are supposed to perform anomaly detection. In this work, we propose the spatio-temporal graph auto-encoder for learning…
In this paper, we investigate the problem of joint searching and tracking of multiple mobile targets by a group of mobile agents. The targets appear and disappear at random times inside a surveillance region and their positions are random…
Traffic congestion anomaly detection is of paramount importance in intelligent traffic systems. The goals of transportation agencies are two-fold: to monitor the general traffic conditions in the area of interest and to locate road segments…
In this work, we aim to provide a new and efficient recursive detection method for temporarily monitored signals. Motivated by the case of the propagation of an event over a field of sensors, we assumed that the change in the statistical…
We investigate the potential of quickest detection based on the eigenvalues of the sample covariance matrix for spectrum sensing applications. A simple phase shift keying (PSK) model with additive white Gaussian noise (AWGN), with $1$…
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…
We consider the offline change point detection and localization problem in the context of piecewise stationary networks, where the observable is a finite sequence of networks. We develop algorithms involving some suitably modified CUSUM…
The problem of sequentially detecting a moving anomaly which affects different parts of a sensor network with time is studied. Each network sensor is characterized by a non-anomalous and anomalous distribution, governing the generation of…
Urban traffic anomalies, such as collisions and disruptions, threaten the safety, efficiency, and sustainability of transportation systems. In this paper, we present a simulation-based framework for modeling, detecting, and predicting such…
When learning to act in a stochastic, partially observable environment, an intelligent agent should be prepared to anticipate a change in its belief of the environment state, and be capable of adapting its actions on-the-fly to changing…
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…
This work considers the problem of quickest detection of signals in a coupled system of $N$ sensors, which receive continuous sequential observations from the environment. It is assumed that the signals, which are modeled by general It\^{o}…
In crowded environments, individuals must navigate around other occupants to reach their destinations. Understanding and controlling traffic flows in these spaces is relevant for coordinating robot swarms and designing infrastructure for…