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The distributed hypothesis testing problem with full side-information is studied. The trade-off (reliability function) between the two types of error exponents under limited rate is studied in the following way. First, the problem is…

Information Theory · Computer Science 2019-04-24 Nir Weinberger , Yuval Kochman

In long-term deployments of sensor networks, monitoring the quality of gathered data is a critical issue. Over the time of deployment, sensors are exposed to harsh conditions, causing some of them to fail or to deliver less accurate data.…

Neural and Evolutionary Computing · Computer Science 2009-12-05 Oliver Obst

Quantum correlations in networks with independent sources have revealed novel forms of nonclassical behavior. While entanglement in the sources is a necessary ingredient, the role played by entanglement in the measurements remains largely…

We propose a new probabilistic characterization of the uniform distribution on the hypersphere in terms of the distribution of pairwise inner products, extending the ideas of \citep{cuesta2009projection,cuesta2007sharp} in a data-driven…

Statistics Theory · Mathematics 2026-04-14 Tiefeng Jiang , Tuan Pham

We consider the quickest change-point detection problem in pointwise and minimax settings for general dependent data models. Two new classes of sequential detection procedures associated with the maximal "local" probability of a false alarm…

Statistics Theory · Mathematics 2016-01-18 Serguei M. Pergamenchtchikov , Alexander G. Tartakovsky

This work interprets and generalizes consensus-type algorithms as switching dynamics leading to symmetrization of some vector variables with respect to the actions of a finite group. We show how the symmetrization framework we develop…

Quantum Physics · Physics 2015-06-17 Luca Mazzarella , Francesco Ticozzi , Alain Sarlette

We consider a distributionally robust stochastic optimization problem and formulate it as a stochastic two-level composition optimization problem with the use of the mean--semideviation risk measure. In this setting, we consider a single…

Optimization and Control · Mathematics 2023-06-12 Landi Zhu , Mert Gürbüzbalaban , Andrzej Ruszczyński

As opposed to standard empirical risk minimization (ERM), distributionally robust optimization aims to minimize the worst-case risk over a larger ambiguity set containing the original empirical distribution of the training data. In this…

Machine Learning · Computer Science 2021-01-06 Jaeho Lee , Maxim Raginsky

The measurement data collected from the supervisory control and data acquisition (SCADA) system installed in distribution network can reflect the operational state of the network effectively. In this paper, a random matrix theory (RMT)…

Applications · Statistics 2020-03-12 Xin Shi , Robert Qiu , Xing He , Zenan Ling , Haosen Yang , Lei Chu

We propose a class of convex relaxations to solve the sensor network localization problem, based on a maximum likelihood (ML) formulation. This class, as well as the tightness of the relaxations, depends on the noise probability density…

Information Theory · Computer Science 2017-09-18 Andrea Simonetto , Geert Leus

This paper proposes minimum distance inference for a structural parameter of interest, which is robust to the lack of identification of other structural nuisance parameters. Some choices of the weighting matrix lead to asymptotic…

Econometrics · Economics 2023-10-10 Joan Alegre , Juan Carlos Escanciano

We propose two robust methods for anomaly detection in dynamic networks in which the properties of normal traffic are time-varying. We formulate the robust anomaly detection problem as a binary composite hypothesis testing problem and…

Networking and Internet Architecture · Computer Science 2015-03-10 Jing Wang , Ioannis Ch. Paschalidis

A robust minimax test for two composite hypotheses, which are determined by the neighborhoods of two nominal distributions with respect to a set of distances - called $\alpha-$divergence distances, is proposed. Sion's minimax theorem is…

Other Statistics · Statistics 2016-08-24 Gökhan Gül , Abdelhak M. Zoubir

Recent advancements in diffusion models have demonstrated significant success in unsupervised anomaly segmentation. For anomaly segmentation, these models are first trained on normal data; then, an anomalous image is noised to an…

Computer Vision and Pattern Recognition · Computer Science 2025-08-08 Mehrdad Moradi , Kamran Paynabar

In this work, we revisit the problem of uniformity testing of discrete probability distributions. A fundamental problem in distribution testing, testing uniformity over a known domain has been addressed over a significant line of works, and…

Data Structures and Algorithms · Computer Science 2017-08-17 Tuğkan Batu , Clément L. Canonne

A variety of problems in distributed control involve a networked system of autonomous agents cooperating to carry out some complex task in a decentralized fashion, e.g., orienting a flock of drones, or aggregating data from a network of…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-01 Bernadette Charron-Bost , Patrick Lambein-Monette

We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…

Mathematical Finance · Quantitative Finance 2020-05-27 Stephan Eckstein , Michael Kupper , Mathias Pohl

This paper firstly presents the necessary and sufficient conditions for a kind of discrete-time robust stochastic optimal control problem with convex control domains. As it is an "inf sup problem", the classical variational method is…

Optimization and Control · Mathematics 2025-08-26 Wei He

Decentralized optimization is a promising parallel computation paradigm for large-scale data analytics and machine learning problems defined over a network of nodes. This paper is concerned with decentralized non-convex composite problems…

Optimization and Control · Mathematics 2021-10-05 Ran Xin , Subhro Das , Usman A. Khan , Soummya Kar

In this paper, we consider the problem of minimizing a linear functional subject to uncertain linear and bilinear matrix inequalities, which depend in a possibly nonlinear way on a vector of uncertain parameters. Motivated by recent results…

Optimization and Control · Mathematics 2015-05-29 Mohammadreza Chamanbaz , Fabrizio Dabbene , Roberto Tempo , Venkatakrishnan Venkataramanan , Qing-Guo Wang
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