Related papers: Quickest Sequence Phase Detection
This paper addresses the problem of quickest detection of a change in the maximal coherence between columns of a $n\times p$ random matrix based on a sequence of matrix observations having a single unknown change point. The random matrix is…
Consider the problem on sequential change-point detection on multiple data streams. We provide the asymptotic lower bounds of the detection delays at all levels of change-point sparsity and we derive a smaller asymptotic lower bound of the…
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…
We consider the problem of simultaneous detection and estimation under a sequential framework. In particular we are interested in sequential tests that distinguish between the null and the alternative hypothesis and every time the decision…
Sequence segmentation is a well-studied problem, where given a sequence of elements, an integer K, and some measure of homogeneity, the task is to split the sequence into K contiguous segments that are maximally homogeneous. A classic…
We consider the `one-shot frame synchronization problem' where a decoder wants to locate a sync pattern at the output of a channel on the basis of sequential observations. We assume that the sync pattern of length N starts being emitted at…
The detection of similarities between long DNA and protein sequences is studied using concepts of statistical physics. It is shown that mutual similarities can be detected by sequence alignment methods only if their amount exceeds a…
An approach is presented for coupled chaotic systems, estimating an inferior bound value for the absolute phase difference, in order to say that phase synchronization is present. This approach shows that synchronicity in phase implies…
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…
Line spectral estimation is a classical signal processing problem that aims to estimate the line spectra from their signal which is contaminated by deterministic or random noise. Despite a large body of research on this subject, the…
A finite-horizon variant of the quickest change detection (QCD) problem that is of relevance to learning in non-stationary environments is studied. The metric characterizing false alarms is the probability of a false alarm occurring before…
We consider a change detection problem in which the arrival rate of a Poisson process changes suddenly at some unknown and unobservable disorder time. It is assumed that the prior distribution of the disorder time is known. The objective is…
We propose a probabilistic formulation that enables sequential detection of multiple change points in a network setting. We present a class of sequential detection rules for certain functionals of change points (minimum among a subset), and…
We describe, in the detection of multi-sample aligned sparse signals, the critical boundary separating detectable from nondetectable signals, and construct tests that achieve optimal detectability: penalized versions of the Berk-Jones and…
The problem of sequential anomaly detection is considered, where multiple data sources are monitored in real time and the goal is to identify the "anomalous" ones among them, when it is not possible to sample all sources at all times. A…
A random sequence having two segments being the homogeneous Markov processes is registered. Each segment has his own transition probability law and the length of the segment is unknown and random. The transition probabilities of each…
We address the problem of one dimensional segment detection and estimation, in a regression setup. At each point of a fixed or random design, one observes whether that point belongs to the unknown segment or not, up to some additional…
We consider the problem of detecting the overlap between a pair of short fragments sampled in random locations from an exponentially longer sequence, via their possibly noisy reads. We consider a noiseless setting, in which the reads are…
We consider the problem of sequential change detection, where the goal is to design a scheme for detecting any changes in a parameter or functional $\theta$ of the data stream distribution that has small detection delay, but guarantees…
This paper studies the classical problem of detecting the locations of signal occurrences in a one-dimensional noisy measurement. Assuming the signal occurrences do not overlap, we formulate the detection task as a constrained likelihood…