Related papers: Active Hypothesis Testing for Quickest Anomaly Det…
This paper addresses the problem of detecting anomalous activity in traffic networks where the network is not directly observed. Given knowledge of what the node-to-node traffic in a network should be, any activity that differs…
Assuming that data are collected sequentially from independent streams, we consider the simultaneous testing of multiple binary hypotheses under two general setups; when the number of signals (correct alternatives) is known in advance, and…
The sequential multiple testing problem is considered under two generalized error metrics. Under the first one, the probability of at least $k$ mistakes, of any kind, is controlled. Under the second, the probabilities of at least $k_1$…
The problem of sequentially detecting a moving anomaly which affects different parts of a sensor network with time is studied. Each network sensor is characterized by a non-anomalous and anomalous distribution, governing the generation of…
This paper studies the problem of finding an anomalous arm in a multi-armed bandit when (a) each arm is a finite-state Markov process, and (b) the arms are restless. Here, anomaly means that the transition probability matrix (TPM) of one of…
We consider the problem where an active Decision-Maker (DM) is tasked to identify the true hypothesis using as few as possible observations while maintaining accuracy. The DM collects observations according to its determined actions and…
The goal of the paper is to develop a specific application of the convex optimization based hypothesis testing techniques developed in A. Juditsky, A. Nemirovski, "Hypothesis testing via affine detectors," Electronic Journal of Statistics…
Consider the multiple testing problem of testing k null hypotheses, where the unknown family of distributions is assumed to satisfy a certain monotonicity assumption. Attention is restricted to procedures that control the familywise error…
In active sequential testing, also termed pure exploration, a learner is tasked with the goal to adaptively acquire information so as to identify an unknown ground-truth hypothesis with as few queries as possible. This problem, originally…
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…
The use of group testing to locate all instances of disease in a large population of blood samples was first considered seventy years ago. Since then, several methods have been used to approximate the minimum expected number of tests. The…
Modern information systems generate large volumes of data with anomalies that occur at unknown points in time and have to be detected quickly and reliably with low false alarm rates. The paper develops a general theory of quickest…
A new class of stochastic processes called independent and periodically identically distributed (i.p.i.d.) processes is defined to capture periodically varying statistical behavior. A novel Bayesian theory is developed for detecting a…
In order to detect unknown intrusions and runtime errors of computer programs, the cyber-security community has developed various detection techniques. Anomaly detection is an approach that is designed to profile the normal runtime behavior…
Anomaly detection in large populations is a challenging but highly relevant problem. The problem is essentially a multi-hypothesis problem, with a hypothesis for every division of the systems into normal and anomal systems. The number of…
The problem of quickest detection of dynamic events in networks is studied. At some unknown time, an event occurs, and a number of nodes in the network are affected by the event, in that they undergo a change in the statistics of their…
We consider the problem of detecting an odd process among a group of Poisson point processes, all having the same rate except the odd process. The actual rates of the odd and non-odd processes are unknown to the decision maker. We consider…
In this paper we consider a control problem for a Partially Observable Piecewise Deterministic Markov Process of the following type: After the jump of the process the controller receives a noisy signal about the state and the aim is to…
We study the Chernoff-Stein exponent of the following binary hypothesis testing problem: Associated with each hypothesis is a set of channels. A transmitter, without knowledge of the hypothesis, chooses the vector of inputs to the channel.…
We study sequential multiple testing with independent data streams, where the goal is to identify an unknown subset of signals while controlling commonly used error metrics, including generalized familywise rates and false discovery and…