Related papers: Quickest Search over Multiple Sequences with Mixed…
The problem of sequentially finding an independent and identically distributed (i.i.d.) sequence that is drawn from a probability distribution $F_1$ by searching over multiple sequences, some of which are drawn from $F_1$ and the others of…
In our problem, we are given access to a number of sequences of nonnegative i.i.d. random variables, whose realizations are observed sequentially. All sequences are of the same finite length. The goal is to pick one element from each…
This article develops a method to construct the optimal sequential test for monitoring the changes in the distribution of finite observation sequences with a general dependence structure. This method allows us to prove that different…
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…
Consider a finite set of sources, each producing i.i.d. observations that follow a unique probability distribution on a finite alphabet. We study the problem of matching a finite set of observed sequences to the set of sources under the…
This work considers the problem of detecting signals from multiple sequentially observed data streams, where only one stream can be observed at every time instant. The goal is to detect signals as quickly as possible while controlling the…
Mixed-integer optimisation problems can be computationally challenging. Here, we introduce and analyse two efficient algorithms with a specific sequential design that are aimed at dealing with sampled problems within this class. At each…
We consider the problem of jointly testing multiple hypotheses and estimating a random parameter of the underlying distribution. This problem is investigated in a sequential setup under mild assumptions on the underlying random process. The…
This paper presents a new approach to statistical similarity assessment based on sequence alignment. The algorithm performs mutual matching of two random sequences by successively searching for common elements and by applying sequence…
This paper studies the sample complexity of searching over multiple populations. We consider a large number of populations, each corresponding to either distribution P0 or P1. The goal of the search problem studied here is to find one…
In the multiple changepoint setting, various search methods have been proposed which involve optimising either a constrained or penalised cost function over possible numbers and locations of changepoints using dynamic programming. Such…
Sampling random nodes is a fundamental algorithmic primitive in the analysis of massive networks, with many modern graph mining algorithms critically relying on it. We consider the task of generating a large collection of random nodes in…
The simple assembly line balancing problem (SALBP) concerns the assignment of tasks with pre-defined processing times to work stations that are arranged in a line. Hereby, precedence constraints between the tasks must be respected. The…
In the binary hypothesis testing problem, it is well known that sequentiality in taking samples eradicates the trade-off between two error exponents, yet implementing the optimal test requires the knowledge of the underlying distributions,…
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…
Local search is a fundamental method in operations research and combinatorial optimisation. It has been widely applied to a variety of challenging problems, including multi-objective optimisation where multiple, often conflicting,…
The problem of multi-hypothesis testing with controlled sensing of observations is considered. The distribution of observations collected under each control is assumed to follow a single-parameter exponential family distribution. The goal…
This paper has been withdrawn by the authors. Please see arXiv:1302.6058. We consider the sequential joint detection and estimation problem. Minimizing the average stopping time subject to a combination of detection and estimation…
We consider the best-choice problem for independent (not necessarily iid) observations $X_1, \cdots, X_n$ with the aim of selecting the sample minimum. We show that in this full generality the monotone case of optimal stopping holds and the…
A sensor network is considered where at each sensor a sequence of random variables is observed. At each time step, a processed version of the observations is transmitted from the sensors to a common node called the fusion center. At some…