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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.…
We analyze the convergence rate of the randomized Newton-like method introduced by Qu et. al. (2016) for smooth and convex objectives, which uses random coordinate blocks of a Hessian-over-approximation matrix $\bM$ instead of the true…
The Bethe-Hessian matrix, introduced by Saade, Krzakala, and Zdeborov\'a (2014), is a Hermitian matrix designed for applying spectral clustering algorithms to sparse networks. Rather than employing a non-symmetric and high-dimensional…
Computationally inexpensive algorithm for detecting of dispersed transients has been developed using Cumulative Sums (CUSUM) scheme for detecting abrupt changes in statistical characteristics of the signal. The efficiency of the algorithm…
Molecular communication requires low-complexity symbol detection algorithms to deal with the many sources of uncertainty that are inherent in these channels. This paper proposes two variants of a high-performance asynchronous peak detection…
Spectrum sensing in a large-scale heterogeneous network is very challenging as it usually requires a large number of static secondary users (SUs) to obtain the global spectrum states. To tackle this problem, in this paper, we propose a new…
The paper addresses a sequential changepoint detection problem, assuming that the duration of change may be finite and unknown. This problem is of importance for many applications, e.g., for signal and image processing where signals appear…
We consider a matrix-valued Gaussian sequence model, that is, we observe a sequence of high-dimensional $M \times N$ matrices of heterogeneous Gaussian random variables $x_{ij,k}$ for $i \in\{1,...,M\}$, $j \in \{1,...,N\}$ and $k \in…
We consider the problem of community detection from the joint observation of a high-dimensional covariate matrix and $L$ sparse networks, all encoding noisy, partial information about the latent community labels of $n$ subjects. In the…
In this paper, a novel spectrum association approach for cognitive radio networks (CRNs) is proposed. Based on a measure of both inference and confidence as well as on a measure of quality-of-service, the association between secondary users…
We study the detection of a change in the covariance matrix of $n$ independent sub-Gaussian random variables of dimension $p$. Our first contribution is to show that $\log\log(8n)$ is the exact minimax testing rate for a change in variance…
In this paper, we propose and analyze an attack detection scheme for securing the physical layer of a networked control system against attacks where the adversary replaces the true observations with stationary false data. An independent and…
This manuscript makes two contributions to the field of change-point detection. In a generalchange-point setting, we provide a generic algorithm for aggregating local homogeneity testsinto an estimator of change-points in a time series.…
Noise manifests ubiquitously in nonlinear spectroscopy, where multiple sources contribute to experimental signals generating interrelated unwanted components, from random point-wise fluctuations to structured baseline signals. Mitigating…
We study a class of real robust phase retrieval problems under a Gaussian assumption on the coding matrix when the received signal is sparsely corrupted by noise. The goal is to establish conditions on the sparsity under which the input…
Quantum phase estimation is the workhorse behind any quantum algorithm and a promising method for determining ground state energies of strongly correlated quantum systems. Low-cost quantum phase estimation techniques make use of circuits…
Many complex systems can be reduced to their key components through spectrally decomposing matrices that capture their dynamics. These matrices can in turn be constructed from data, often by least-squares fitting: examples of algorithms to…
In this work, we derive the maximum a posteriori (MAP) symbol detector for a multiple-input multiple-output system in the presence of Wiener phase noise due to noisy local oscillators. As in single-antenna systems, the computation of the…
We extend the result by Tse and Verd\'{u} on the optimum asymptotic multiuser efficiency of randomly spread CDMA with Binary Phase Shift Keying (BPSK) input. Random Gaussian and random binary antipodal spreading are considered. We obtain…
We consider the online monitoring of multivariate streaming data for changes that are characterized by an unknown subspace structure manifested in the covariance matrix. In particular, we consider the covariance structure changes from an…