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This paper addresses the problem of quickest change detection (QCD) at two spatially separated locations monitored by a single unmanned aerial vehicle (UAV) equipped with a sensor. At any location, the UAV observes i.i.d. data sequentially…

Signal Processing · Electrical Eng. & Systems 2025-04-11 Saqib Abbas , Anurag Kumar , Arpan Chattopadhyay

In this work, we take the initiative in studying the information-theoretic tradeoff between communication and quickest change detection (QCD) under an integrated sensing and communication setting. We formally establish a joint communication…

Information Theory · Computer Science 2024-10-11 Daewon Seo , Sung Hoon Lim

Optimal stopping problems consider the question of deciding when to stop an observation-generating process in order to maximize a return. We examine the problem of simultaneously learning and planning in such domains, when data is collected…

Artificial Intelligence · Computer Science 2017-05-25 Karan Goel , Christoph Dann , Emma Brunskill

There have been many works that focus on the sampling set design for a static graph signal, but few for time-varying graph signals (GS). In this paper, we concentrate on how to select vertices to sample and how to allocate the sampling…

Signal Processing · Electrical Eng. & Systems 2020-10-26 Xuan Xie , Hui Feng , Bo Hu

The problem of quickest detection of a change in the distribution of a sequence of random variables is studied. The objective is to detect the change with the minimum possible delay, subject to constraints on the rate of false alarms and…

Methodology · Statistics 2024-12-31 Yingze Hou , Hoda Bidkhori , Taposh Banerjee

The problem of joint detection and lossless source coding is considered. We derive asymptotically optimal decision rules for deciding whether or not a sequence of observations has emerged from a desired information source, and to compress…

Information Theory · Computer Science 2016-11-17 Neri Merhav

We consider how local and global decision policies interact in stopping time problems such as quickest time change detection. Individual agents make myopic local decisions via social learning, that is, each agent records a private…

Computer Science and Game Theory · Computer Science 2012-03-05 Vikram Krishnamurthy

In this paper, we consider the problem of quickest change point detection and identification over a linear array of $N$ sensors, where the change pattern could first reach any of these sensors, and then propagate to the other sensors. Our…

Information Theory · Computer Science 2013-05-21 Di Li , Lifeng Lai , Shuguang Cui

We study the problem of detecting a change in the mean of one-dimensional Gaussian process data. This problem is investigated in the setting of increasing domain (customarily employed in time series analysis) and in the setting of fixed…

Statistics Theory · Mathematics 2017-04-11 Hossein Keshavarz , Clayton Scott , XuanLong Nguyen

A generalized multisensor sequential change detection problem is considered, in which a number of (possibly correlated) sensors monitor an environment in real time, the joint distribution of their observations is determined by a global…

Applications · Statistics 2016-01-12 Georgios Fellouris , Grigory Sokolov

In this paper, we consider a non-Bayesian sequential change detection based on the Cumulative Sum (CUSUM) algorithm employed by an energy harvesting sensor where the distributions before and after the change are assumed to be known. In a…

Applications · Statistics 2020-01-15 Subhrakanti Dey

Detecting change points sequentially in a streaming setting, especially when both the mean and the variance of the signal can change, is often a challenging task. A key difficulty in this context often involves setting an appropriate…

Methodology · Statistics 2022-11-01 Nauman Ahad , Mark A. Davenport , Yao Xie

We study sequential experiments where sampling is costly and a decision-maker aims to determine the best treatment for full scale implementation by (1) adaptively allocating units between two possible treatments, and (2) stopping the…

Econometrics · Economics 2025-05-06 Karun Adusumilli

We study the problem of covert quickest change detection in a discrete-time setting, where a sequence of observations undergoes a distributional change at an unknown time. Unlike classical formulations, we consider a covert adversary who…

Information Theory · Computer Science 2026-02-18 Amir Reza Ramtin , Philippe Nain , Don Towsley

We generalize the quantum CUSUM (QUSUM) algorithm for quickest change-point detection, analyzed in finite dimensions by Fanizza, Hirche, and Calsamiglia (Phys. Rev. Lett. 131, 020602, 2023), to infinite-dimensional quantum systems. Our…

Quantum Physics · Physics 2026-01-06 Tiju Cherian John , Christos N. Gagatsos , Boulat A. Bash

The problem of robust quickest change detection (QCD) in non-stationary processes under a multi-stream setting is studied. In classical QCD theory, optimal solutions are developed to detect a sudden change in the distribution of stationary…

Methodology · Statistics 2024-12-09 Yingze Hou , Hoda Bidkhori , Taposh Banerjee

A quickest change detection problem is considered in a sensor network with observations whose statistical dependency structure across the sensors before and after the change is described by a decomposable graphical model (DGM). Distributed…

Signal Processing · Electrical Eng. & Systems 2021-09-08 Yicheng Chen , Rick S. Blum , Brian M. Sadler

The problem of quickest change detection in a sequence of independent observations is considered. The pre-change distribution is assumed to be known, while the post-change distribution is completely unknown. A window-limited leave-one-out…

Signal Processing · Electrical Eng. & Systems 2022-11-07 Yuchen Liang , Venugopal V. Veeravalli

Under "measurement constraints," responses are expensive to measure and initially unavailable on most of records in the dataset, but the covariates are available for the entire dataset. Our goal is to sample a relatively small portion of…

Methodology · Statistics 2020-03-27 Tao Zhang , Yang Ning , David Ruppert

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