Related papers: Asymptotically optimal decision rules for joint de…

Quickest change point detection is concerned with the detection of statistical change(s) in sequences while minimizing the detection delay subject to false alarm constraints. In this paper, the problem of change point detection is studied…

An asymptotically optimal sampling-based planner employs sampling to solve robot motion planning problems and returns paths with a cost that converges to the optimal solution cost, as the number of samples approaches infinity. This…

This work analyzes the asymptotic performances of fully distributed sequential hypothesis testing procedures as the type-I and type-II error rates approach zero, in the context of a sensor network without a fusion center. In particular, the…

Secure distributed data compression in the presence of an eavesdropper is explored. Two correlated sources that need to be reliably transmitted to a legitimate receiver are available at separate encoders. Noise-free, limited rate links from…

We consider nonparametric or universal sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution. These algorithms are…

This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…

The process of dynamic state estimation (filtering) based on point process observations is in general intractable. Numerical sampling techniques are often practically useful, but lead to limited conceptual insight about optimal…

We consider the problem of compressed sensing and of (real-valued) phase retrieval with random measurement matrix. We derive sharp asymptotics for the information-theoretically optimal performance and for the best known polynomial algorithm…

The problem of channel coding with the erasure option is revisited for discrete memoryless channels. The interplay between the code rate, the undetected and total error probabilities is characterized. Using the information spectrum method,…

This paper considers the joint compression of a pair of correlated sources, where the encoder is allowed to access only one of the sources. The objective is to recover both sources under separate distortion constraints for each source while…

We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…

Motivated by real-world machine learning applications, we analyze approximations to the non-asymptotic fundamental limits of statistical classification. In the binary version of this problem, given two training sequences generated according…

We explore the fundamental limits of heterogeneous distributed detection in an anonymous sensor network with n sensors and a single fusion center. The fusion center collects the single observation from each of the n sensors to detect a…

The information spectrum approach gives general formulae for optimal rates of various information theoretic protocols, under minimal assumptions on the nature of the sources, channels and entanglement resources involved. This paper…

Finding methods for making generalizable predictions is a fundamental problem of machine learning. By looking into similarities between the prediction problem for unknown data and the lossless compression we have found an approach that…

We consider sequential change-point detection in parallel data streams, where each stream has its own change point. Once a change is detected in a data stream, this stream is deactivated permanently. The goal is to maximize the normal…

Consider a distributed detection problem in which the underlying distributions of the observations are unknown; instead of these distributions, noisy versions of empirically observed statistics are available to the fusion center. These…

We consider the problem of quickest change detection (QCD) in a signal where its observations are obtained using a set of actions, and switching from one action to another comes with a cost. The objective is to design a stopping rule…

We consider the problem of sequential signal detection in a multichannel system where the number and location of signals is a priori unknown. We assume that the data in each channel are sequentially observed and follow a general non-i.i.d.…

We consider the problem of optimally compressing and caching data across a communication network. Given the data generated at edge nodes and a routing path, our goal is to determine the optimal data compression ratios and caching decisions…