Related papers: Quickest Sequence Phase Detection
The problem of quickest growing dynamic anomaly detection in sensor networks is studied. Initially, the observations at the sensors, which are sampled sequentially by the decision maker, are generated according to a pre-change distribution.…
The identification of anomalies in temporal data is a core component of numerous research areas such as intrusion detection, fault prevention, genomics and fraud detection. This article provides an experimental comparison of the novelty…
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…
Consider a large number of detectors each generating a data stream. The task is to detect online, distribution changes in a small fraction of the data streams. Previous approaches to this problem include the use of mixture likelihood ratios…
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…
Sequential pattern discovery is a well-studied field in data mining. Episodes are sequential patterns describing events that often occur in the vicinity of each other. Episodes can impose restrictions to the order of the events, which makes…
A finite horizon variant of the quickest change detection problem is studied, in which the goal is to minimize a delay threshold (latency), under constraints on the probability of false alarm and the probability that the latency is…
This article develops a method to construct the optimal sequential test for monitoring the changes in the distribution of finite observation sequences with a general dependence structure. This method allows us to prove that different…
We consider the quickest change detection problem where both the parameters of pre- and post- change distributions are unknown, which prevents the use of classical simple hypothesis testing. Without additional assumptions, optimal solutions…
In distributed wireless networks, neighbor discovery is one of the bootstrapping primitives in supporting many important network functionalities. Existing neighbor discovery protocols mostly assume a single-channel network model and can…
This paper considers the change-point problem for finite sequences of networks. To avoid the difficulty of computing the normalization coefficient, such as in Exponential random graphical models (ERGMs) and Markov networks, we construct a…
We study the problem of estimating the source of a network cascade given a time series of noisy information about the spread. Initially, there is a single vertex affected by the cascade (the source) and the cascade spreads in discrete time…
Let $n$ and $k$ be positive integers, and let $F$ be an alphabet of size $n$. A sequence over $F$ of length $m$ is a \emph{$k$-radius sequence} if any two distinct elements of $F$ occur within distance $k$ of each other somewhere in the…
Joint detection and estimation refers to deciding between two or more hypotheses and, depending on the test outcome, simultaneously estimating the unknown parameters of the underlying distribution. This problem is investigated in a…
We study the problem of detecting change points (CPs) that are characterized by a subset of dimensions in a multi-dimensional sequence. A method for detecting those CPs can be formulated as a two-stage method: one for selecting relevant…
We study the problem of detecting a random walk on a graph from a sequence of noisy measurements at every node. There are two hypotheses: either every observation is just meaningless zero-mean Gaussian noise, or at each time step exactly…
Systems of dynamical elements exhibiting spontaneous rhythms are found in various fields of science and engineering, including physics, chemistry, biology, physiology, and mechanical and electrical engineering. Such dynamical elements are…
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…
Observability is the property that enables to distinguish two different locations in $n$-dimensional state space from a reduced number of measured variables, usually just one. In high-dimensional systems it is therefore important to make…
Quantum error detection (QED) offers a promising pathway to fault tolerance in near-term quantum devices by balancing error suppression with minimal resource overhead. However, its practical utility hinges on optimizing design…