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Sequential change-point detection when the distribution parameters are unknown is a fundamental problem in statistics and machine learning. When the post-change parameters are unknown, we consider a set of detection procedures based on…

Statistics Theory · Mathematics 2017-12-06 Yang Cao , Liyan Xie , Yao Xie , Huan Xu

In distributed detection, there does not exist an automatic way of generating optimal decision strategies for non-affine decision functions. Consequently, in a detection problem based on a non-affine decision function, establishing…

Information Theory · Computer Science 2024-08-20 Earnest Akofor

A new framework is introduced for examining and evaluating the fundamental limits of lossless data compression, that emphasizes genuinely non-asymptotic results. The {\em sample complexity} of compressing a given source is defined as the…

Information Theory · Computer Science 2026-04-16 Terence Viaud , Ioannis Kontoyiannis

Detection with high dimensional multimodal data is a challenging problem when there are complex inter- and intra- modal dependencies. While several approaches have been proposed for dependent data fusion (e.g., based on copula theory),…

Applications · Statistics 2018-02-14 Thakshila Wimalajeewa , Pramod K. Varshney

We consider the problem of joint source and channel coding of structured data such as natural language over a noisy channel. The typical approach to this problem in both theory and practice involves performing source coding to first…

Information Theory · Computer Science 2018-02-21 Nariman Farsad , Milind Rao , Andrea Goldsmith

We study a class of binary detection problems involving a single fusion center and a large or countably infinite number of sensors. Each sensor acts under a decentralized information structure, accessing only a local noisy observation…

Optimization and Control · Mathematics 2025-09-29 Sina Sanjari , Naci Saldi , Sinan Gezici , Serdar Yüksel

Most of the world's digital data is currently encoded in a sequential form, and compression methods for sequences have been studied extensively. However, there are many types of non-sequential data for which good compression techniques are…

Information Theory · Computer Science 2016-01-15 Christian Steinruecken

We consider a system in which two nodes take correlated measurements of a random source with time-varying and unknown statistics. The observations of the source at the first node are to be losslessly replicated with a given probability of…

Information Theory · Computer Science 2016-10-27 Fangzhou Chen , Bin Li , Can Emre Koksal

A sequential design problem for rank aggregation is commonly encountered in psychology, politics, marketing, sports, etc. In this problem, a decision maker is responsible for ranking $K$ items by sequentially collecting pairwise noisy…

Methodology · Statistics 2017-10-18 Xi Chen , Yunxiao Chen , Xiaoou Li

We consider sequential detection based on quantized data in the presence of eavesdropper. Stochastic encryption is employed as a counter measure that flips the quantization bits at each sensor according to certain probabilities, and the…

Information Theory · Computer Science 2017-03-08 Jiangfan Zhang , Xiaodong Wang

We investigate the problem of jointly testing two hypotheses and estimating a random parameter based on data that is observed sequentially by sensors in a distributed network. In particular, we assume the data to be drawn from a Gaussian…

Signal Processing · Electrical Eng. & Systems 2020-03-04 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

The classical problem of quickest change detection is studied with an additional constraint on the cost of observations used in the detection process. The change point is modeled as an unknown constant, and minimax formulations are proposed…

Statistics Theory · Mathematics 2012-11-19 Taposh Banerjee , Venugopal V. Veeravalli

We investigate the feature compression of high-dimensional ridge regression using the optimal subsampling technique. Specifically, based on the basic framework of random sampling algorithm on feature for ridge regression and the A-optimal…

Computation · Statistics 2022-04-19 Hanyu Li , Chengmei Niu

Subsampling is an efficient method to deal with massive data. In this paper, we investigate the optimal subsampling for linear quantile regression when the covariates are functions. The asymptotic distribution of the subsampling estimator…

Numerical Analysis · Mathematics 2022-05-06 Qian Yan , Hanyu Li , Chengmei Niu

We apply large deviations theory to study asymptotic performance of running consensus distributed detection in sensor networks. Running consensus is a stochastic approximation type algorithm, recently proposed. At each time step k, the…

Information Theory · Computer Science 2010-10-26 Dragana Bajovic , Dusan Jakovetic , Joao Xavier , Bruno Sinopoli , Jose M. F. Moura

We propose a new analysis framework for clustering $M$ items into an unknown number of $K$ distinct groups using noisy and actively collected responses. At each time step, an agent is allowed to query pairs of items and observe bandit…

Machine Learning · Computer Science 2026-02-06 Rachel S. Y. Teo , P. N. Karthik , Ramya Korlakai Vinayak , Vincent Y. F. Tan

We model the joint distribution of choice probabilities and decision times in binary choice tasks as the solution to a problem of optimal sequential sampling, where the agent is uncertain of the utility of each action and pays a constant…

Neurons and Cognition · Quantitative Biology 2015-05-14 Drew Fudenberg , Philipp Strack , Tomasz Strzalecki

We present herein a scheme by which to accurately evaluate the error exponents of a lossy data compression problem, which characterize average probabilities over a code ensemble of compression failure and success above or below a critical…

Statistical Mechanics · Physics 2007-05-23 Tadaaki Hosaka , Yoshiyuki Kabashima

We analyze the fundamental resolution of incoherent optical point sources from the perspective of a quantum detection problem: deciding whether the optical field on the image plane is generated by one source or two weaker sources with…

Quantum Physics · Physics 2019-11-07 Xiao-Ming Lu , Ranjith Nair , Mankei Tsang

We consider the problem of source compression under three different scenarios in the one-shot (non- asymptotic) regime. To be specific, we prove one-shot achievability and converse bounds on the coding rates for distributed source coding,…

Information Theory · Computer Science 2015-12-11 Naqueeb Ahmad Warsi
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