Related papers: Testing for Anomalies: Active Strategies and Non-a…
Test and evaluation is a necessary process for ensuring that engineered systems perform as intended under a variety of conditions, both expected and unexpected. In this work, we consider the unique challenges of developing a unifying test…
The problem of sequential anomaly detection is considered, where multiple data sources are monitored in real time and the goal is to identify the "anomalous" ones among them, when it is not possible to sample all sources at all times. A…
We propose a novel statistical hypothesis testing method for detection of objects in noisy images. The method uses results from percolation theory and random graph theory. We present an algorithm that allows to detect objects of unknown…
We consider nonparametric testing in a non-asymptotic framework. Our statistical guarantees are exact in the sense that Type I and II errors are controlled for any finite sample size. Meanwhile, one proposed test is shown to achieve minimax…
Objective: Mixtures of temporally nonstationary signals are very common in biomedical applications. The nonstationarity of the source signals can be used as a discriminative property for signal separation. Herein, a semi-blind source…
This paper studies the problem of testing whether a system of linear equality and inequality constraints admits a solution when the coefficients of that system may have to be estimated. We show that a wide range of inferential questions in…
In the fields of statistics and unsupervised machine learning a fundamental and well-studied problem is anomaly detection. Anomalies are difficult to define, yet many algorithms have been proposed. Underlying the approaches is the nebulous…
As contemporary software-intensive systems reach increasingly large scale, it is imperative that failure detection schemes be developed to help prevent costly system downtimes. A promising direction towards the construction of such schemes…
This paper presents a model-based method for fusing data from multiple sensors with a hypothesis-test-based component for rejecting potentially faulty or otherwise malign data. Our framework is based on an extension of the classic particle…
The aim of this paper is investigating the existence of solutions of some semilinear elliptic problems on open bounded domains when the nonlinearity is subcritical and asymptotically linear at infinity and there is a perturbation term which…
This paper considers the problem of multi-sample nonparametric comparison of counting processes with panel count data, which arise naturally when recurrent events are considered. Such data frequently occur in medical follow-up studies and…
A two-sample hypothesis test is a statistical procedure used to determine whether the distributions generating two samples are identical. We consider the two-sample testing problem in a new scenario where the sample measurements (or sample…
Empirical modelling often aims for the simplest model consistent with the data. A new technique is presented which quantifies the consistency of the model dynamics as a function of location in state space. As is well-known, traditional…
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…
Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given data set with a sparse coefficients vector that maximizes the variability of the data. This model enhances the ability to…
Active Feature Acquisition is an instance-wise, sequential decision making problem. The aim is to dynamically select which feature to measure based on current observations, independently for each test instance. Common approaches either use…
We study a general class of dynamic multi-agent decision problems with asymmetric information and non-strategic agents, which includes dynamic teams as a special case. When agents are non-strategic, an agent's strategy is known to the other…
Timely detection of concerning events is an important problem in clinical practice. In this paper, we consider the problem of conditional anomaly detection that aims to identify data instances with an unusual response, such as the omission…
We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…
The phase diagrams and transitions of nonequilibrium systems with multiplicative noise are studied theoretically. We show the existence of both strong and weak-coupling critical behavior, of two distinct active phases, and of a nonzero…