Related papers: Disorder Detection with Costly Observations
Consider an M/M/1-type queue where joining attains a known reward, but a known waiting cost is paid per time unit spent queueing. In the 1960s, Naor showed that any arrival optimally joins the queue if its length is less than a known…
We address the problem of attack detection and isolation for a class of discrete-time nonlinear systems under (potentially unbounded) sensor attacks and measurement noise. We consider the case when a subset of sensors is subject to additive…
We exhibit a close connection between hitting times of the simple random walk on a graph, the Wiener index, and related graph invariants. In the case of trees we obtain a simple identity relating hitting times to the Wiener index. It is…
This paper studies the problem of steering a linear time-invariant system subject to state and input constraints towards a goal location that may be inferred only through partial observations. We assume mixed-observable settings, where the…
Search problems at various scales involve a searcher, be it a molecule before reaction or a foraging animal, which performs an intermittent motion. Here we analyze a generic model based on such type of intermittent motion, in which the…
This article is the starting point of a series of works whose aim is the study of deterministic control problems where the dynamic and the running cost can be completely different in two (or more) complementary domains of the space $\R^N$.…
The increasing prominence of weakly labeled data nurtures a growing demand for object detection methods that can cope with minimal supervision. We propose an approach that automatically identifies discriminative configurations of visual…
In this paper we consider the joint problems of state estimation and model identification for a class of continuous-time nonlinear systems in output-feedback canonical form. An adaptive observer is proposed that combines an extended…
In this paper, we investigate a pursuit-evasion game in which a mobile observer tries to track a target in an environment containing obstacles. We formulate the game as an optimal control problem with state inequality constraint in a simple…
The task of outlier detection is to find small groups of data objects that are exceptional when compared with rest large amount of data. Detection of such outliers is important for many applications such as fraud detection and customer…
The identification of anomalies in temporal data is a core component of numerous research areas such as intrusion detection, fault prevention, genomics and fraud detection. This article provides an experimental comparison of the novelty…
The notion of concept drift refers to the phenomenon that the distribution, which is underlying the observed data, changes over time; as a consequence machine learning models may become inaccurate and need adjustment. Many unsupervised…
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…
We introduce and study the general setting of weighted search in which a number of targets, each with a certain weight, are hidden in a star-like environment that consists of $m$ infinite, concurrent rays, with a common origin. A mobile…
The problem of detecting the presence of a signal that can lead to a disaster is studied. A decision-maker collects data sequentially over time. At some point in time, called the change point, the distribution of data changes. This change…
The Path-Dependent Neural Jump Ordinary Differential Equation (PD-NJ-ODE) is a model for predicting continuous-time stochastic processes with irregular and incomplete observations. In particular, the method learns optimal forecasts given…
Collective vigilance describes how animals in groups benefit from the predator detection efforts of others. Empirical observations typically find either a many-eyes strategy with all (or many) group members maintaining a low level of…
This paper develops an approach for solving perpetual discounted optimal stopping problems for multidimensional diffusions, with special emphasis on the $d$-dimensional Wiener process. We first obtain some verification theorems for…
The paper addresses the problem of locating sensors with a circular field of view so that a given line segment is under full surveillance, which is termed as the Disc Covering Problem on a Line. The cost of each sensor includes a fixed…
Anti-doping programs rely on biological testing to detect performance-enhancing drugs, but such testing costs over $800 per sample and is limited by short detection windows for many prohibited substances. These constraints leave large…