Related papers: Optimal sequential detection in multi-stream data

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…

Real-time detection of anomalies in streaming data is receiving increasing attention as it allows us to raise alerts, predict faults, and detect intrusions or threats across industries. Yet, little attention has been given to compare the…

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 a general Ito…

We study the large deviations performance, i.e., the exponential decay rate of the error probability, of distributed detection algorithms over random networks. At each time step $k$ each sensor: 1) averages its decision variable with the…

In the multisensor sequential change detection problem, a disruption occurs in an environment monitored by multiple sensors. This disruption induces a change in the observations of an unknown subset of sensors. In the Byzantine version of…

Given a stream of entries over time in a multi-dimensional data setting where concept drift is present, how can we detect anomalous activities? Most of the existing unsupervised anomaly detection approaches seek to detect anomalous events…

Since the work of Page in the 1950s, the problem of detecting an abrupt change in the distribution of stochastic processes has received a great deal of attention. In particular, a deep connection has been established between Lorden's…

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…

We consider online change detection of high dimensional data streams with sparse changes, where only a subset of data streams can be observed at each sensing time point due to limited sensing capacities. On the one hand, the detection…

Concept drift detection has attracted considerable attention due to its importance in many real-world applications such as health monitoring and fault diagnosis. Conventionally, most advanced approaches will be of poor performance when the…

In this paper, we study the quickest change detection with mismatched post-change models. A change point is the time instant at which the distribution of a random process changes. The objective of quickest change detection is to minimize…

Consider a distributed detection problem in which the underlying distributions of the observations are unknown; instead of these distributions, noisy versions of empirically observed statistics are available to the fusion center. These…

Classifier predictions often rely on the assumption that new observations come from the same distribution as training data. When the underlying distribution changes, so does the optimal classification rule, and performance may degrade. We…

The problem of robust quickest change detection (QCD) in non-stationary processes under a multi-stream setting is studied. In classical QCD theory, optimal solutions are developed to detect a sudden change in the distribution of stationary…

Detecting changes in data streams is a vital task in many applications. There is increasing interest in changepoint detection in the online setting, to enable real-time monitoring and support prompt responses and informed decision-making.…

Online detection of changes in stochastic systems, referred to as sequential change detection or quickest change detection, is an important research topic in statistics, signal processing, and information theory, and has a wide range of…

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…

We suggest a novel procedure for online change point detection. Our approach expands an idea of maximizing a discrepancy measure between points from pre-change and post-change distributions. This leads to flexible algorithms suitable for…

The problem of quickest change detection with communication rate constraints is studied. A network of wireless sensors with limited computation capability monitors the environment and sends observations to a fusion center via wireless…

Suppose that local characteristics of several independent compound Poisson and Wiener processes change suddenly and simultaneously at some unobservable disorder time. The problem is to detect the disorder time as quickly as possible after…