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The problem of sequential anomaly detection and identification is considered, where multiple data sources are simultaneously monitored and the goal is to identify in real time those, if any, that exhibit ``anomalous" statistical behavior.…

Statistics Theory · Mathematics 2024-12-09 Aristomenis Tsopelakos , Georgios Fellouris

We investigate the nonparametric, composite hypothesis testing problem for arbitrary unknown distributions in the asymptotic regime where both the sample size and the number of hypotheses grow exponentially large. Such asymptotic analysis…

Information Theory · Computer Science 2019-01-30 Qunwei Li , Tiexing Wang , Donald J. Bucci , Yingbin Liang , Biao Chen , Pramod K. Varshney

The Bayesian formulation of sequentially testing $M \ge 3$ hypotheses is studied in the context of a decentralized sensor network system. In such a system, local sensors observe raw observations and send quantized sensor messages to a…

Statistics Theory · Mathematics 2016-11-15 Yan Wang , Yajun Mei

We derive minimax testing errors in a distributed framework where the data is split over multiple machines and their communication to a central machine is limited to $b$ bits. We investigate both the $d$- and infinite-dimensional signal…

Statistics Theory · Mathematics 2022-12-13 Botond Szabó , Lasse Vuursteen , Harry van Zanten

As it is known, universal codes, which estimate the entropy rate consistently, exist for stationary ergodic sources over finite alphabets but not over countably infinite ones. We generalize universal coding as the problem of universal…

Information Theory · Computer Science 2023-08-01 Łukasz Dębowski

Slepian-Wolf theorem is a well-known framework that targets almost lossless compression of (two) data streams with symbol-by-symbol correlation between the outputs of (two) distributed sources. However, this paper considers a different…

Information Theory · Computer Science 2012-06-20 Ahmad Beirami , Faramarz Fekri

Nonparametric detection of existence of an anomalous structure over a network is investigated. Nodes corresponding to the anomalous structure (if one exists) receive samples generated by a distribution q, which is different from a…

Machine Learning · Statistics 2017-10-11 Shaofeng Zou , Yingbin Liang , H. Vincent Poor

In many applications one is interested to detect certain (known) patterns in the mean of a process with smallest delay. Using an asymptotic framework which allows to capture that feature, we study a class of appropriate sequential…

Statistics Theory · Mathematics 2018-05-01 Ansgar Steland

Consider the problem where a statistician in a two-node system receives rate-limited information from a transmitter about marginal observations of a memoryless process generated from two possible distributions. Using its own observations,…

Information Theory · Computer Science 2017-03-02 Gil Katz , Pablo Piantanida , Mérouane Debbah

We study quantum algorithms for verifying properties of the output probability distribution of a classical or quantum circuit, given access to the source code that generates the distribution. We consider the basic task of uniformity…

Quantum Physics · Physics 2024-11-08 Clément L. Canonne , Robin Kothari , Ryan O'Donnell

Motivated from the fact that universal source coding on countably infinite alphabets is not feasible, this work introduces the notion of almost lossless source coding. Analog to the weak variable-length source coding problem studied by Han…

Information Theory · Computer Science 2021-11-30 Jorge F. Silva , Pablo Piantanida

The reconstruction of the unknown acoustic source is studied using the noisy multiple frequency data on a remote closed surface. Assume that the unknown source is coded in a spatial dependent piecewise constant function, whose support set…

Numerical Analysis · Mathematics 2019-07-23 Zhiliang Deng , Xiaomei Yang , Jiangfeng Huang

We study asymptotic performance of distributed detection in large scale connected sensor networks. Contrasting to the canonical parallel network where a single node has access to local decisions from all other nodes, each node can only…

Information Theory · Computer Science 2018-10-16 Shengyu Zhu , Biao Chen

The problem of joint universal source coding and modeling, addressed by Rissanen in the context of lossless codes, is generalized to fixed-rate lossy coding of continuous-alphabet memoryless sources. We show that, for bounded distortion…

Information Theory · Computer Science 2016-11-15 Maxim Raginsky

Distribution testing deals with what information can be deduced about an unknown distribution over $\{1,\ldots,n\}$, where the algorithm is only allowed to obtain a relatively small number of independent samples from the distribution. In…

Computational Complexity · Computer Science 2016-09-23 Eldar Fischer , Oded Lachish , Yadu Vasudev

Universal outlier hypothesis testing is studied in a sequential setting. Multiple observation sequences are collected, a small subset of which are outliers. A sequence is considered an outlier if the observations in that sequence are…

Statistics Theory · Mathematics 2014-11-27 Yun Li , Sirin Nitinawarat , Venugopal V. Veeravalli

It is frequently of interest to jointly analyze multiple sequences of multiple tests in order to identify simultaneous signals, defined as features tested in multiple studies whose test statistics are non-null in each. In many problems,…

Methodology · Statistics 2019-01-16 Sihai Dave Zhao , Yet Tien Nguyen

We propose a quickest change detection problem over sensor networks where both the subset of sensors undergoing a change and the local post-change distributions are unknown. Each sensor in the network observes a local discrete time random…

Signal Processing · Electrical Eng. & Systems 2021-02-11 Deniz Sargun , C. Emre Koksal

The conditional distribution of the next outcome given the infinite past of a stationary process can be inferred from finite but growing segments of the past. Several schemes are known for constructing pointwise consistent estimates, but…

Statistics Theory · Mathematics 2016-11-17 G. Morvai , S. Yakowitz , P. Algoet

We study the problem of diffusion-based network learning of a nonlinear phenomenon, $m$, from local agents' measurements collected in a noisy environment. For a decentralized network and information spreading merely between directly…

Machine Learning · Statistics 2023-05-08 Paweł Wachel , Krzysztof Kowalczyk , Cristian R. Rojas
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