Related papers: Disorder Detection with Costly Observations
This paper considers the quickest search problem to identify anomalies among large numbers of data streams. These streams can model, for example, disjoint regions monitored by a mobile robot. A particular challenge is a version of the…
The problem of joint sequential detection and isolation is considered in the context of multiple, not necessarily independent, data streams. A multiple testing framework is proposed, where each hypothesis corresponds to a different subset…
In this paper, we study a sampling problem where a source takes samples from a Wiener process and transmits them through a wireless channel to a remote estimator. Due to channel fading, interference, and potential collisions, the packet…
In supervised event detection, most of the mislabeling occurs between a small number of confusing type pairs, including trigger-NIL pairs and sibling sub-types of the same coarse type. To address this label confusion problem, this paper…
The problem of anomaly localization in a resource-constrained cyber system is considered. Each anomalous component of the system incurs a cost per unit time until its anomaly is identified and fixed. Different anomalous components may incur…
A novel method for sequential outlier detection in non-stationary time series is proposed. The method tests the null hypothesis of ``no outlier'' at each time point, addressing the multiple testing problem by bounding the error probability…
Many organisations manage service quality and monitor a large set devices and servers where each entity is associated with telemetry or physical sensor data series. Recently, various methods have been proposed to detect behavioural…
This paper studies a two-person linear-quadratic-Gaussian pursuit-evasion differential game with costly but controlled information. One player can decide when to observe the other player's state. However, one observation of another player's…
The unit selection problem aims to identify a set of individuals who are most likely to exhibit a desired mode of behavior, for example, selecting individuals who would respond one way if encouraged and a different way if not encouraged.…
This paper presents an automated approach for providing ranked lists of outliers in observed demand to support analysts in network revenue management. Such network revenue management, e.g. for railway itineraries, needs accurate demand…
The problem of sequential detection of anomalies in multimodal data is considered. The objective is to observe physical sensor data from CCTV cameras, and social media data from Twitter and Instagram to detect anomalous behaviors or events.…
We study a pointwise tracking optimal control problem for the stationary Navier--Stokes equations; control constraints are also considered. The problem entails the minimization of a cost functional involving point evaluations of the state…
The field of multi-object tracking has recently seen a renewed interest in the good old schema of tracking-by-detection, as its simplicity and strong priors spare it from the complex design and painful babysitting of tracking-by-attention…
We consider the problem of simultaneous detection and estimation under a sequential framework. In particular we are interested in sequential tests that distinguish between the null and the alternative hypothesis and every time the decision…
We study the problem of detecting change points (CPs) that are characterized by a subset of dimensions in a multi-dimensional sequence. A method for detecting those CPs can be formulated as a two-stage method: one for selecting relevant…
Solving optimal stopping problems by backward induction in high dimensions is often very complex since the computation of conditional expectations is required. Typically, such computations are based on regression, a method that suffers from…
We introduce an online outlier detection algorithm to detect outliers in a sequentially observed data stream. For this purpose, we use a two-stage filtering and hedging approach. In the first stage, we construct a multi-modal probability…
We consider a continuous-time linear-quadratic Gaussian control problem with partial observations and costly information acquisition. More precisely, we assume the drift of the state process to be governed by an unobservable…
We show that "full-bang" control is optimal in a problem that combines features of (i) sequential least-squares {\it estimation} with Bayesian updating, for a random quantity observed in a bath of white noise; (ii) bounded {\it control} of…
We consider an infinite horizon optimal control problem for a continuous-time Markov chain $X$ in a finite set $I$ with noise-free partial observation. The observation process is defined as $Y_t = h(X_t)$, $t \geq 0$, where $h$ is a given…