Related papers: Quickest Detection with Discretely Controlled Obse…
A central problem of surveillance is to monitor multiple targets moving in a large-scale, obstacle-ridden environment with occlusions. This paper presents a novel principled Partially Observable Markov Decision Process-based approach to…
We are developing a general framework for using learned Bayesian models for decision-theoretic control of search and reasoningalgorithms. We illustrate the approach on the specific task of controlling both general and domain-specific…
We consider the Bayesian optimal filtering problem: i.e. estimating some conditional statistics of a latent time-series signal from an observation sequence. Classical approaches often rely on the use of assumed or estimated transition and…
Few-shot object detection, learning to adapt to the novel classes with a few labeled data, is an imperative and long-lasting problem due to the inherent long-tail distribution of real-world data and the urgent demands to cut costs of data…
We consider the simple changepoint problem setting, where observations are independent, iid pre-change and iid post-change, with known pre- and post-change distributions. The Shiryaev-Roberts detection procedure is known to be…
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…
A common sensing problem is to use a set of stationary tracking locations to monitor a collection of moving devices: Given $n$ objects that need to be tracked, each following its own trajectory, and $m$ stationary traffic control stations,…
With a Bayesian approach, the linear optics correction algorithm for storage rings is revisited. Starting from the Bayes' theorem, a complete linear optics model is simplified as "likelihood functions" and "prior probability distributions".…
The quickest change detection problem is considered in the context of monitoring large-scale independent normal distributed data streams with possible changes in some of the means. It is assumed that for each individual local data stream,…
In many real-world problems of real-time monitoring high-dimensional streaming data, one wants to detect an undesired event or change quickly once it occurs, but under the sampling control constraint in the sense that one might be able to…
Bayesian optimization (BO) aims to minimize a given blackbox function using a model that is updated whenever new evidence about the function becomes available. Here, we address the problem of BO under partially right-censored response data,…
We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…
This paper evaluates algorithms for classification and outlier detection accuracies in temporal data. We focus on algorithms that train and classify rapidly and can be used for systems that need to incorporate new data regularly. Hence, we…
High order momentum-based parameter update algorithms have seen widespread applications in training machine learning models. Recently, connections with variational approaches have led to the derivation of new learning algorithms with…
Assume that there are multiple data streams (channels, sensors) and in each stream the process of interest produces generally dependent and non-identically distributed observations. When the process is in a normal mode (in-control), the…
This paper studies the problem of defending (1D and 2D) boundaries against a large number of continuous attacks with a heterogeneous group of defenders. The defender team has perfect information of the attack events within some time (finite…
We study the quickest detection problem of a sudden change in the arrival rate of a Poisson process from a known value to an unknown and unobservable value at an unknown and unobservable disorder time. Our objective is to design an alarm…
The problem of sequentially detecting an abrupt change in a sequence of independent and identically distributed (IID) random variables is addressed. Whereas previous approaches assume a known probability density function (PDF) at the start…
This paper considers a sequence of random variables generated according to a common distribution. The distribution might undergo periods of transient changes at an unknown set of time instants, referred to as change-points. The objective is…
The gist of the quickest change-point detection problem is to detect the presence of a change in the statistical behavior of a series of sequentially made observations, and do so in an optimal detection-speed-vs.-"false-positive"-risk…