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The problem of sequential change diagnosis is considered, where observations are obtained on-line, an abrupt change occurs in their distribution, and the goal is to quickly detect the change and accurately identify the post-change…

Statistics Theory · Mathematics 2022-11-24 Austin Warner , Georgios Fellouris

This article is concerned with decentralized sequential testing of multiple hypotheses. In a sensor network system with limited local memory, raw observations are observed at the local sensors, and quantized into binary sensor messages that…

Statistics Theory · Mathematics 2010-04-12 Yan Wang , Yajun Mei

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

Statistics Theory · Mathematics 2009-09-03 Yoshihiro Yajima , Yasumasa Matsuda

The problem of sequential anomaly detection is considered, where multiple data sources are monitored in real time and the goal is to identify the "anomalous" ones among them, when it is not possible to sample all sources at all times. A…

Statistics Theory · Mathematics 2022-05-23 Aristomenis Tsopelakos , Georgios Fellouris

Random geometric graphs are widely used in modeling geometry and dependence structure in networks. In a random geometric graph, nodes are independently generated from some probability distribution $F$ over a metric space, and edges link…

Methodology · Statistics 2025-10-17 Mingao Yuan

We consider the universal discrete filtering problem, where an input sequence generated by an unknown source passes through a discrete memoryless channel, and the goal is to estimate its components based on the output sequence with limited…

Signal Processing · Electrical Eng. & Systems 2025-01-22 Pumiao Yan , Jiwon Jeong , Naomi Sagan , Tsachy Weissman

Universal compression algorithms have been studied in the past for sequential change detection, where they have been used to estimate the post-change distribution in the modified version of the Cumulative Sum (CUSUM) Test. In this paper, we…

Information Theory · Computer Science 2021-12-15 Vikrant Malik , R. K. Bansal

We consider the topic of universal decoding with a decoder that does not have direct access to the codebook, but only to noisy versions of the various randomly generated codewords, a problem motivated by biometrical identification systems.…

Information Theory · Computer Science 2016-09-05 Neri Merhav

In this article, we consider the detection of a localized source emitting a signal using a wireless sensor network (WSN). We consider that geographically distributed sensor nodes obtain energy measurements and compute cooperatively and in a…

Signal Processing · Electrical Eng. & Systems 2019-04-15 Juan Augusto Maya , Leonardo Rey Vega

We propose a sequential nonparametric test for detecting a change in distribution, based on windowed Kolmogorov--Smirnov statistics. The approach is simple, robust, highly computationally efficient, easy to calibrate, and requires no…

Methodology · Statistics 2016-12-26 Oscar Hernan Madrid Padilla , Alex Athey , Alex Reinhart , James G. Scott

We consider a distributed detection problem where measurements at each sensor follow a general parametric distribution. The network does not have a central processing unit or fusion center (FC). Thus, each node takes some measurements, does…

Signal Processing · Electrical Eng. & Systems 2021-06-08 Juan Maya , Leonardo Rey Vega

It is commonly required to detect change points in sequences of random variables. In the most difficult setting of this problem, change detection must be performed sequentially with new observations being constantly received over time.…

Methodology · Statistics 2015-05-08 Gordon J Ross

This paper deals with a universal coding problem for a certain kind of multiterminal source coding network called a generalized complementary delivery network. In this network, messages from multiple correlated sources are jointly encoded,…

Information Theory · Computer Science 2009-04-02 Akisato Kimura , Tomohiko Uyematsu , Shigeaki Kuzuoka , Shun Watanabe

The problem of decentralized sequential change detection is considered, where an abrupt change occurs in an area monitored by a number of sensors; the sensors transmit their data to a fusion center, subject to bandwidth and energy…

Statistics Theory · Mathematics 2013-11-12 Georgios Fellouris , George V. Moustakides

The problem of joint sequential detection and isolation is considered in the context of multiple, not necessarily independent, data streams. A multiple testing framework is proposed, where each hypothesis corresponds to a different subset…

Statistics Theory · Mathematics 2022-07-04 Anamitra Chaudhuri , Georgios Fellouris

In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing…

Econometrics · Economics 2022-01-19 Ron Mittelhammer , George Judge , Miguel Henry

We present a test for the problem of decentralized sequential hypothesis testing, which is asymptotically optimum. By selecting a suitable sampling mechanism at each sensor, communication between sensors and fusion center is asynchronous…

Methodology · Statistics 2009-08-31 Georgios Fellouris , George V. Moustakides

We address the problem of nonparametric estimation of characteristics for stationary and ergodic time series. We consider finite-alphabet time series and real-valued ones and the following four problems: i) estimation of the (limiting)…

Information Theory · Computer Science 2007-11-01 Boris Ryabko

We consider the problem of decentralized estimation using wireless sensor networks. Specifically, we propose a novel framework based on level-triggered sampling, a non-uniform sampling strategy, and sequential estimation. The proposed…

Applications · Statistics 2013-09-24 Yasin Yilmaz , Xiaodong Wang

We consider the problem of universal decoding for arbitrary unknown channels in the random coding regime. For a given random coding distribution and a given class of metric decoders, we propose a generic universal decoder whose average…

Information Theory · Computer Science 2016-11-17 Neri Merhav