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We investigate stochastic averaging theory for locally Lipschitz discrete-time nonlinear systems with stochastic perturbation and its applications to convergence analysis of discrete-time stochastic extremum seeking algorithms. Firstly, by…

Optimization and Control · Mathematics 2015-02-18 Shu-Jun Liu , Miroslav Krstic

Anomaly detection in spatiotemporal data is a challenging problem encountered in a variety of applications, including video surveillance, medical imaging data, and urban traffic monitoring. Existing anomaly detection methods focus mainly on…

Machine Learning · Computer Science 2025-10-02 Rachita Mondal , Mert Indibi , Tapabrata Maiti , Selin Aviyente

With the ease of deployment, capabilities of evading the jammers and obscuring their existence, unmanned aerial vehicles (UAVs) are one of the most suitable candidates to perform surveillance. There exists a body of literature in which the…

Systems and Control · Electrical Eng. & Systems 2020-12-04 Seyyedali Hosseinalipour , Ali Rahmati , Do Young Eun , Huaiyu Dai

This paper studies sensor placement when detection performance varies stochastically due to environmental factors over space and time and false alarms are present, but a filter is used to attenuate the effect. We introduce a unified model…

Systems and Control · Electrical Eng. & Systems 2025-12-04 Mingyu Kim , Pronoy Sarker , Seungmo Kim , Daniel J. Stilwell , Jorge Jimenez

Observations in data which are significantly different from its neighbouring points but cannot be classified as noise are known as anomalies or outliers. These anomalies are a cause of concern and a timely warning about their presence could…

Applications · Statistics 2020-06-09 Krishnam Kapoor

In this chapter, we explain how quickest detection algorithms can be useful for risk management in presence of seasonality. We investigate the problem of detecting fast enough cases when a call center will need extra staff in a near future…

Applications · Statistics 2020-06-09 Patrick J. Laub , Nicole El Karoui , Stéphane Loisel , Yahia Salhi

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

The increasing availability of traffic data from sensor networks has created new opportunities for understanding vehicular dynamics and identifying anomalies. In this study, we employ clustering techniques to analyse traffic flow data with…

Machine Learning · Computer Science 2025-09-26 Davide Moretti , Elia Onofri , Emiliano Cristiani

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…

Methodology · Statistics 2026-04-07 Yiming Xing , Georgios Fellouris

We develop new efficient online algorithms for detecting transient sparse signals in TEM video sequences, by adopting the recently developed framework for sequential detection jointly with online convex optimization [1]. We cast the problem…

Applications · Statistics 2017-11-01 Y. Cao , S. Zhu , Y. Xie , J. Key , J. Kacher , R. R. Unocic , C. M. Rouleau

Multi-time-scale stochastic approximation is an iterative algorithm for finding the fixed point of a set of $N$ coupled operators given their noisy samples. It has been observed that due to the coupling between the decision variables and…

Optimization and Control · Mathematics 2024-09-13 Sihan Zeng , Thinh T. Doan

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…

Agile localization of anomalous events plays a pivotal role in enhancing the overall reliability of the grid and avoiding cascading failures. This is especially of paramount significance in the large-scale grids due to their geographical…

Applications · Statistics 2017-02-07 Javad Heydari , Ali Tajer

This paper considers the real-time detection of anomalies in high-dimensional systems. The goal is to detect anomalies quickly and accurately so that the appropriate countermeasures could be taken in time, before the system possibly gets…

Machine Learning · Computer Science 2020-07-16 Mahsa Mozaffari , Yasin Yilmaz

Detecting and quantifying anomalies in urban traffic is critical for real-time alerting or re-routing in the short run and urban planning in the long run. We describe a two-step framework that achieves these two goals in a robust, fast,…

Machine Learning · Computer Science 2016-10-04 Zhengyi Zhou , Philipp Meerkamp , Chris Volinsky

Data collected from arrays of sensors are essential for informed decision-making in various systems. However, the presence of anomalies can compromise the accuracy and reliability of insights drawn from the collected data or information…

Applications · Statistics 2024-03-19 Katie Buchhorn , Kerrie Mengersen , Edgar Santos-Fernandez , James McGree

The problem of quickest detection of a change in the distribution of a sequence of random variables is studied. The objective is to detect the change with the minimum possible delay, subject to constraints on the rate of false alarms and…

Methodology · Statistics 2024-12-31 Yingze Hou , Hoda Bidkhori , Taposh Banerjee

Autonomous systems can be used to search for sparse signals in a large space; e.g., aerial robots can be deployed to localize threats, detect gas leaks, or respond to distress calls. Intuitively, search algorithms may increase efficiency by…

Machine Learning · Statistics 2016-12-05 Yifei Ma , Roman Garnett , Jeff Schneider

The problem of quickest growing dynamic anomaly detection in sensor networks is studied. Initially, the observations at the sensors, which are sampled sequentially by the decision maker, are generated according to a pre-change distribution.…

Statistics Theory · Mathematics 2020-02-04 Georgios Rovatsos , Venugopal V. Veeravalli , Don Towsley , Ananthram Swami

Autonomous robot networks are an effective tool for monitoring large-scale environmental fields. This paper proposes distributed control strategies for localizing the source of a noisy signal, which could represent a physical quantity of…

Multiagent Systems · Computer Science 2014-04-14 Nikolay A. Atanasov , Jerome Le Ny , George J. Pappas