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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…

Statistics Theory · Mathematics 2023-06-02 Jingyan Huang

Change point detection is a crucial aspect of analyzing time series data, as the presence of a change point indicates an abrupt and significant change in the process generating the data. While many algorithms for the problem of change point…

Machine Learning · Computer Science 2023-05-23 Mario Krause

Assume that there are multiple data streams (channels, sensors) and in each stream the process of interest produces generally dependent and non-identically distributed observations. When the process is in a normal mode (in-control), the…

Statistics Theory · Mathematics 2018-07-25 Alexander Tartakovsky

Detecting abrupt changes in data streams is crucial because they are often triggered by events that have important consequences if left unattended. Quickest change point detection has become a vital sequential analysis primitive that aims…

Quantum Physics · Physics 2023-10-23 Marco Fanizza , Christoph Hirche , John Calsamiglia

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…

Statistics Theory · Mathematics 2021-04-12 Liyan Xie , Shaofeng Zou , Yao Xie , Venugopal V. Veeravalli

We consider the problem of quickly detecting a signal in a sensor network when the subset of sensors in which signal may be present is completely unknown. We formulate this problem as a sequential hypothesis testing problem with a simple…

Statistics Theory · Mathematics 2013-11-12 Georgios Fellouris , Alexander Tartakovsky

This paper proposes a new minimum description length procedure to detect multiple changepoints in time series data when some times are a priori thought more likely to be changepoints. This scenario arises with temperature time series…

Methodology · Statistics 2019-05-14 Yingbo Li , Robert Lund , Anuradha Hewaarachchi

A sequential problem in decentralized detection is considered. Two observers can make repeated noisy observations of a binary hypothesis on the state of the environment. At any time, observer 1 can stop and send a final binary message to…

Optimization and Control · Mathematics 2009-10-29 Ashutosh Nayyar , Demosthenis Teneketzis

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…

Statistics Theory · Mathematics 2016-01-20 Hock Peng Chan

We consider the problem of designing a sequential decision making agent to maximize an unknown time-varying function which switches with time. At each step, the agent receives an observation of the function's value at a point decided by the…

Optimization and Control · Mathematics 2023-11-07 Durgesh Kalwar , Vineeth B. S

A finite-horizon variant of the quickest change detection problem is investigated, which is motivated by a change detection problem that arises in piecewise stationary bandits. The goal is to minimize the \emph{latency}, which is smallest…

Information Theory · Computer Science 2025-06-19 Yu-Han Huang , Venugopal V. Veeravalli

This work investigates the sequential hypothesis testing problem with online sensor selection and sensor usage constraints. That is, in a sensor network, the fusion center sequentially acquires samples by selecting one "most informative"…

Applications · Statistics 2016-01-26 Shang Li , Xiaoou Li , Xiaodong Wang , Jingchen Liu

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…

Statistics Theory · Mathematics 2012-07-09 Arash Ali Amini , XuanLong Nguyen

Change-point detection methods are proposed for the case of temporary failures, or transient changes, when an unexpected disorder is ultimately followed by a readjustment and return to the initial state. A base distribution of the…

Statistics Theory · Mathematics 2021-12-14 Baron Michael , Malov Sergey

In this paper, we consider the problem of distributed Bayesian detection in the presence of Byzantines in the network. It is assumed that a fraction of the nodes in the network are compromised and reprogrammed by an adversary to transmit…

Information Theory · Computer Science 2018-07-17 Bhavya Kailkhura , Yunghsiang S. Han , Swastik Brahma , Pramod K. Varshney

We consider the problem of sensor selection for time-optimal detection of a hypothesis. We consider a group of sensors transmitting their observations to a fusion center. The fusion center considers the output of only one randomly chosen…

Information Theory · Computer Science 2009-09-10 Vaibhav Srivastava , Kurt Plarre , Francesco Bullo

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 by general It\^{o}…

Optimization and Control · Mathematics 2016-03-11 Hongzhong Zhang , Olympia Hadjiliadis , Tobias Schäfer , H. Vincent Poor

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.…

Statistics Theory · Mathematics 2020-02-04 Georgios Rovatsos , Venugopal V. Veeravalli , Don Towsley , Ananthram Swami

Archetypal scenarios for change detection generally consider two images acquired through sensors of the same modality. However, in some specific cases such as emergency situations, the only images available may be those acquired through…

Image and Video Processing · Electrical Eng. & Systems 2019-09-04 Vinicius Ferraris , Nicolas Dobigeon , Yanna Cavalcanti , Thomas Oberlin , Marie Chabert

The problem of quickest change detection (QCD) in anonymous heterogeneous sensor networks is studied. There are $n$ heterogeneous sensors and a fusion center. The sensors are clustered into $K$ groups, and different groups follow different…

Signal Processing · Electrical Eng. & Systems 2022-03-23 Zhongchang Sun , Shaofeng Zou , Ruizhi Zhang , Qunwei Li