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A sensor network is considered where a sequence of random variables is observed at each sensor. 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…

Statistics Theory · Mathematics 2014-08-21 Taposh Banerjee , Venugopal. V. Veeravalli

We propose a quickest change detection problem over sensor networks where both the subset of sensors undergoing a change and the local post-change distributions are unknown. Each sensor in the network observes a local discrete time random…

Signal Processing · Electrical Eng. & Systems 2021-02-11 Deniz Sargun , C. Emre Koksal

The problem of decentralized sequential change detection is considered, where an abrupt change occurs in an area monitored by a number of sensors; the sensors transmit their data to a fusion center, subject to bandwidth and energy…

Statistics Theory · Mathematics 2013-11-12 Georgios Fellouris , George V. Moustakides

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

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…

Signal Processing · Electrical Eng. & Systems 2022-03-23 Zhongchang Sun , Shaofeng Zou , Ruizhi Zhang , Qunwei Li

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…

Information Theory · Computer Science 2023-10-27 Venugopal V. Veeravalli , Georgios Fellouris , George V. Moustakides

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…

Systems and Control · Computer Science 2014-11-13 Xiaoqiang Ren , Jiming Chen , Karl H. Johansson , Ling Shi

This work considers the problem of quickest detection with N distributed sensors that receive continuous sequential observations from the environment. These sensors employ cumulative sum (CUSUM) strategies and communicate to a central…

Information Theory · Computer Science 2008-08-05 Olympia Hadjiliadis , Hongzhong Zhang , H. V. Poor

The problem of quickest change detection (QCD) under transient dynamics is studied, where the change from the initial distribution to the final persistent distribution does not happen instantaneously, but after a series of transient phases.…

Statistics Theory · Mathematics 2018-12-13 Shaofeng Zou , Georgios Fellouris , Venugopal V. Veeravalli

The problem of quickest anomaly detection in networks with unlabeled samples is studied. At some unknown time, an anomaly emerges in the network and changes the data-generating distribution of some unknown sensor. The data vector received…

Signal Processing · Electrical Eng. & Systems 2023-04-19 Zhongchang Sun , Shaofeng Zou

Quickest change detection (QCD) is a fundamental problem in many applications. Given a sequence of measurements that exhibits two different distributions around a certain flipping point, the goal is to detect the change in distribution…

Information Theory · Computer Science 2020-01-23 Ahmed Badawy , Ahmed El Shafie , Tamer Khattab

This work considers the problem of quickest detection of signals in a coupled system of $N$ sensors, which receive continuous sequential observations from the environment. It is assumed that the signals, which are modeled by general It\^{o}…

Optimization and Control · Mathematics 2016-03-11 Hongzhong Zhang , Olympia Hadjiliadis , Tobias Schäfer , H. Vincent Poor

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…

Statistics Theory · Mathematics 2024-05-03 Yu-Zhen Janice Chen , Jinhang Zuo , Venugopal V. Veeravalli , Don Towsley

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…

Machine Learning · Statistics 2023-02-02 Suya Wu , Enmao Diao , Taposh Banerjee , Jie Ding , Vahid Tarokh

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…

Signal Processing · Electrical Eng. & Systems 2019-01-09 Qinghua Liu , Rui Zhang , Yao Xie

In the classical quickest change detection problem, an observer performs a single experiment to monitor a stochastic process. The goal in the classical problem is to detect a change in the statistical properties of the process, with the…

Signal Processing · Electrical Eng. & Systems 2025-10-08 Patrick Vincent N. Lubenia , Taposh Banerjee

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.…

Statistics Theory · Mathematics 2020-03-03 Thomas Flynn , Shinjae Yoo

An energy efficient distributed Change Detection scheme based on Page's CUSUM algorithm was presented in \cite{icassp}. In this paper we consider a nonparametric version of this algorithm. In the algorithm in \cite{icassp}, each sensor runs…

Information Theory · Computer Science 2009-08-17 Taposh Banerjee , Vinod Sharma

The problem of quickest detection of a change in the distribution of a sequence of independent observations is considered. The pre-change observations are assumed to be stationary with a known distribution, while the post-change…

Signal Processing · Electrical Eng. & Systems 2022-10-19 Yuchen Liang , Alexander G. Tartakovsky , Venugopal V. Veeravalli

We study the parametric online changepoint detection problem, where the underlying distribution of the streaming data changes from a known distribution to an alternative that is of a known parametric form but with unknown parameters. We…

Statistics Theory · Mathematics 2023-05-22 Liyan Xie , George V. Moustakides , Yao Xie
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