Related papers: Quickest Sequence Phase Detection
Frequency discrimination is a fundamental task of the auditory system. The mammalian inner ear, or cochlea, provides a place code in which different frequencies are detected at different spatial locations. However, a temporal code based on…
The problem of sequentially detecting an abrupt change in a sequence of independent and identically distributed (IID) random variables is addressed. Whereas previous approaches assume a known probability density function (PDF) at the start…
This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: (1) {\em filtering}, or assigning a belief or likelihood to each…
In this paper, we tackle the compressive phase retrieval problem in the presence of noise. The noisy compressive phase retrieval problem is to recover a $K$-sparse complex signal $s \in \mathbb{C}^n$, from a set of $m$ noisy quadratic…
We establish optimal bounds on the number of nested propagation steps in $k$-consistency tests. It is known that local consistency algorithms such as arc-, path- and $k$-consistency are not efficiently parallelizable. Their inherent…
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…
A decision maker records measurements of a finite-state Markov chain corrupted by noise. The goal is to decide when the Markov chain hits a specific target state. The decision maker can choose from a finite set of sampling intervals to pick…
We consider a unified framework of sequential change-point detection and hypothesis testing modeled by means of hidden Markov chains. One observes a sequence of random variables whose distributions are functionals of a hidden Markov chain.…
Modern wireless machine-to-machine-type communications aim to provide both ultra reliability and low latency, stringent requirements that appear to be mutually exclusive. From the noisy channel coding theorem, we know that reliable…
We consider the dynamics of the disordered, one-dimensional, symmetric zero range process in which a particle from an occupied site $k$ hops to its nearest neighbour with a quenched rate $w(k)$. These rates are chosen randomly from the…
We propose a new framework for the detection of change-points in online, sequential data analysis. The approach utilizes nearest neighbor information and can be applied to sequences of multivariate observations or non-Euclidean data…
We provide an overview of the state-of-the-art in the area of sequential change-point detection assuming discrete time and known pre- and post-change distributions. The overview spans over all major formulations of the underlying…
We consider minimax signal detection in the sequence model. Working with certain ellipsoids in the space of square-summable sequences of real numbers, with a ball of positive radius removed, we obtain upper and lower bounds for the minimax…
The problem of sequential anomaly detection and identification is considered, where multiple data sources are simultaneously monitored and the goal is to identify in real time those, if any, that exhibit ``anomalous" statistical behavior.…
Detection of sparse signals arises in a wide range of modern scientific studies. The focus so far has been mainly on Gaussian mixture models. In this paper, we consider the detection problem under a general sparse mixture model and obtain…
This paper studies the joint community detection and phase synchronization problem on the \textit{stochastic block model with relative phase}, where each node is associated with an unknown phase angle. This problem, with a variety of…
Highly dynamic networks rarely offer end-to-end connectivity at a given time. Yet, connectivity in these networks can be established over time and space, based on temporal analogues of multi-hop paths (also called {\em journeys}).…
We investigate global phase coherence in a system of coupled oscillators on a small-world networks constructed from a ring with nearest-neighbor edges. The effects of both thermal noise and quenched randomness on phase ordering are examined…
We study the problem of detection of a p-dimensional sparse vector of parameters in the linear regression model with Gaussian noise. We establish the detection boundary, i.e., the necessary and sufficient conditions for the possibility of…
Time series motif discovery has been a fundamental task to identify meaningful repeated patterns in time series. Recently, time series chains were introduced as an expansion of time series motifs to identify the continuous evolving patterns…