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Modeling dynamical systems is important in many disciplines, e.g., control, robotics, or neurotechnology. Commonly the state of these systems is not directly observed, but only available through noisy and potentially high-dimensional…
Optimal algorithms are developed for robust detection of changes in non-stationary processes. These are processes in which the distribution of the data after change varies with time. The decision-maker does not have access to precise…
Distinguishability and, by extension, observability are key properties of dynamical systems. Establishing these properties is challenging, especially when no analytical model is available and they are to be inferred directly from…
Dynamic causal discovery in wireless networks is essential due to evolving interference, fading, and mobility, which complicate traditional static causal models. This paper addresses causal inference challenges in dynamic fading wireless…
In this paper, we address the anomaly detection problem where the objective is to find the anomalous processes among a given set of processes. To this end, the decision-making agent probes a subset of processes at every time instant and…
Anomaly detection in dynamic graphs is essential for identifying malicious activities, fraud, and unexpected behaviors in real-world systems such as cybersecurity and power grids. However, existing approaches struggle with scalability,…
This paper considers the filtering problem which consists in reconstructing the state of a dynamical system with partial observations coming from sensor measurements, and the knowledge that the dynamics are governed by a physical PDE model…
Identifying disturbances in network-coupled dynamical systems without knowledge of the disturbances or underlying dynamics is a problem with a wide range of applications. For example, one might want to know which nodes in the network are…
Multivariate change point detection is the process of identifying distributional shifts in time-ordered data across multiple features. This task is particularly challenging when the number of features is large relative to the number of…
Online media offers opportunities to marketers to deliver brand messages to a large audience. Advertising technology platforms enables the advertisers to find the proper group of audiences and deliver ad impressions to them in real time.…
This paper proposes a dynamic sensor scheduling method for sensor networks. In sensor network applications, we often need multiple equally-informative node subsets that are activated sequentially to make a sensor network robust against…
In critical applications of anomaly detection including computer security and fraud prevention, the anomaly detector must be configurable by the analyst to minimize the effort on false positives. One important way to configure the anomaly…
Changes in the statistical properties of a stochastic process are typically assumed to occur via change-points, which demark instantaneous moments of complete and total change in process behavior. In cases where these transitions occur…
The method to design exponentially stable adaptive observers is proposed for linear time-invariant systems parameterized by unknown physical parameters. Unlike existing adaptive solutions, the system state-space matrices A, B are not…
This work proposes a Stochastic Variational Deep Kernel Learning method for the data-driven discovery of low-dimensional dynamical models from high-dimensional noisy data. The framework is composed of an encoder that compresses…
We consider a change-point detection problem for a simple class of Piecewise Deterministic Markov Processes (PDMPs). A continuous-time PDMP is observed in discrete time and through noise, and the aim is to propose a numerical method to…
In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. The sensors…
Human visual perception is a complex, dynamic and fluctuating process. In addition to the incoming visual stimulus, it is affected by many other factors including temporal context, both external and internal to the observer. In this study…
Visual anomaly detection targets to detect images that notably differ from normal pattern, and it has found extensive application in identifying defective parts within the manufacturing industry. These anomaly detection paradigms…
Change point detection in time series has attracted substantial interest, but most of the existing results have been focused on detecting change points in the time domain. This paper considers the situation where nonlinear time series have…