Related papers: Quickest detection in coupled systems
In this work, we aim to provide a new and efficient recursive detection method for temporarily monitored signals. Motivated by the case of the propagation of an event over a field of sensors, we assumed that the change in the statistical…
Consider a large number of detectors each generating a data stream. The task is to detect online, distribution changes in a small fraction of the data streams. Previous approaches to this problem include the use of mixture likelihood ratios…
We investigate sequential change point estimation and detection in univariate nonparametric settings, where a stream of independent observations from sub-Gaussian distributions with a common variance factor and piecewise-constant but…
In the quickest change detection problem in which both nuisance and critical changes may occur, the objective is to detect the critical change as quickly as possible without raising an alarm when either there is no change or a nuisance…
The problem of quickest growing dynamic anomaly detection in sensor networks is studied. Initially, the observations at the sensors, which are sampled sequentially by the decision maker, are generated according to a pre-change distribution.…
In this paper, we study the design and analysis of optimal detection scheme for sensors that are deployed to monitor the change in the environment and are powered by the energy harvested from the environment. In this type of applications,…
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…
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…
Distributed change-point detection has been a fundamental problem when performing real-time monitoring using sensor-networks. We propose a distributed detection algorithm, where each sensor only exchanges CUSUM statistic with their…
In the problem of quickest change detection, a change occurs at some unknown time in the distribution of a sequence of random vectors that are monitored in real time, and the goal is to detect this change as quickly as possible subject to a…
We treat the statistical inference problems in which one needs to detect and estimate simultaneously using as small number of samples as possible. Conventional methods treat the detection and estimation subproblems separately, ignoring the…
The problem of quickest change detection (QCD) in anonymous heterogeneous sensor networks is studied. There are $n$ heterogeneous sensors and a fusion center. The sensors are clustered into $K$ groups, and different groups follow different…
In this paper, we consider the problem of detecting signals in multiple, sequentially observed data streams. For each stream, the exact distribution is unknown, but characterized by a parameter that takes values in either of two disjoint…
Classical quickest change detection algorithms require modeling pre-change and post-change distributions. Such an approach may not be feasible for various machine learning models because of the complexity of computing the explicit…
In the problem of quickest change detection (QCD), a change occurs at some unknown time in the distribution of a sequence of independent observations. This work studies a QCD problem where the change is either a bad change, which we aim to…
Online change detection involves monitoring a stream of data for changes in the statistical properties of incoming observations. A good change detector will detect any changes shortly after they occur, while raising few false alarms.…
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…
The problem of quickest change detection with a wireless sensor node is studied in this paper. The sensor that is deployed to monitor the environment has limited energy constraint to the classical quickest change detection problem. We…
Detecting if and when objects change is difficult in passive sub-diffraction imaging of dynamic scenes. We consider the best possible tradeoff between responsivity and accuracy for detecting a change from one arbitrary object model to…
The problem of sequentially detecting an abrupt change in a sequence of independent and identically distributed (IID) random variables is addressed. Whereas previous approaches assume a known probability density function (PDF) at the start…