Related papers: Quickest Detection for Changes in Maximal kNN Cohe…
We design optimal $2 \times N$ ($2 <N$) matrices, with unit columns, so that the maximum condition number of all the submatrices comprising 3 columns is minimized. The problem has two applications. When estimating a 2-dimensional signal by…
Network control refers to a very large and diverse set of problems including controllability of linear time-invariant dynamical systems, where the objective is to select an appropriate input to steer the network to a desired state. There…
We consider the problem of designing optimal $M \times N$ ($M \leq N$) sensing matrices which minimize the maximum condition number of all the submatrices of $K$ columns. Such matrices minimize the worst-case estimation errors when only $K$…
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…
We study community detection in the \emph{symmetric $k$-stochastic block model}, where $n$ nodes are evenly partitioned into $k$ clusters with intra- and inter-cluster connection probabilities $p$ and $q$, respectively. Our main result is a…
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 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…
Oftentimes in practice, the observed process changes statistical properties at an unknown point in time and the duration of a change is substantially finite, in which case one says that the change is intermittent or transient. We provide an…
It is commonly required to detect change points in sequences of random variables. In the most difficult setting of this problem, change detection must be performed sequentially with new observations being constantly received over time.…
We consider the problem of quickest changepoint detection under the Average Run Length (ARL) constraint where the pre-change and post-change laws lie in composite families $\mathscr{P}$ and $\mathscr{Q}$ respectively. In such a problem, a…
Correlation measure of order $k$ is an important measure of randomness in binary sequences. This measure tries to look for dependence between several shifted version of a sequence. We study the relation between the correlation measure of…
We address the problem of detecting a change in the distribution of a high-dimensional multivariate normal time series. Assuming that the post-change parameters are unknown and estimated using a window of historical data, we extend the…
Pattern matching can be used to calculate the support of patterns, and is a key issue in sequential pattern mining (or sequence pattern mining). Nonoverlapping pattern matching means that two occurrences cannot use the same character in the…
We present a novel data-driven strategy to choose the hyperparameter $k$ in the $k$-NN regression estimator without using any hold-out data. We treat the problem of choosing the hyperparameter as an iterative procedure (over $k$) and…
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…
Given an $n$-sample of random vectors $(X_i,Y_i)_{1 \leq i \leq n}$ whose joint law is unknown, the long-standing problem of supervised classification aims to \textit{optimally} predict the label $Y$ of a given a new observation $X$. In…
We study a monitoring system in which the distributions of sensors' observations change from a nominal distribution to an abnormal distribution in response to an adversary's presence. The system uses the quickest change detection procedure,…
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…
Dynamic networks consist of a sequence of time-varying networks, and it is of great importance to detect the network change points. Most existing methods focus on detecting abrupt change points, necessitating the assumption that the…
This paper deals with the problem of asymptotically optimal detection of changes in regime-switching stochastic models. We need to divide the whole obtained sample of data into several sub-samples with observations belonging to different…