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In recent years, there has been a growing interest in identifying anomalous structure within multivariate data streams. We consider the problem of detecting collective anomalies, corresponding to intervals where one or more of the data…

Methodology · Statistics 2019-09-05 Alexander T M Fisch , Idris A Eckley , Paul Fearnhead

We propose a multiple imputation method based on principal component analysis (PCA) to deal with incomplete continuous data. To reflect the uncertainty of the parameters from one imputation to the next, we use a Bayesian treatment of the…

Methodology · Statistics 2015-08-20 Vincent Audigier , François Husson , Julie Josse

Much recent work on visual recognition aims to scale up learning to massive, noisily-annotated datasets. We address the problem of scaling- up the evaluation of such models to large-scale datasets with noisy labels. Current protocols for…

Computer Vision and Pattern Recognition · Computer Science 2018-07-03 Phuc Nguyen , Deva Ramanan , Charless Fowlkes

The evolving landscape of electric power networks, influenced by the integration of distributed energy resources require the development of novel power system monitoring and control architectures. This paper develops algorithm to monitor…

Systems and Control · Electrical Eng. & Systems 2024-12-05 Erfan Mehdipour Abadi , Masoud H. Nazari

Timely detection of abrupt anomalies is crucial for real-time monitoring and security of modern systems producing high-dimensional data. With this goal, we propose effective and scalable algorithms. Proposed algorithms are nonparametric as…

Machine Learning · Computer Science 2020-02-19 Mehmet Necip Kurt , Yasin Yilmaz , Xiaodong Wang

Model-independent searches in particle physics aim at completing our knowledge of the universe by looking for new possible particles not predicted by the current theories. Such particles, referred to as signal, are expected to behave as a…

Applications · Statistics 2019-05-31 Alessandro Casa , Giovanna Menardi

Detection of anomalies among a large number of processes is a fundamental task that has been studied in multiple research areas, with diverse applications spanning from spectrum access to cyber-security. Anomalous events are characterized…

Information Theory · Computer Science 2022-08-12 Benjamin Wolff , Tomer Gafni , Guy Revach , Nir Shlezinger , Kobi Cohen

We consider a quantum system that is being continuously monitored, giving rise to a measurement signal. From such a stream of data, information needs to be inferred about the underlying system's dynamics. Here we focus on hypothesis testing…

Quantum Physics · Physics 2024-03-27 Giulio Gasbarri , Matias Bilkis , Elisabet Roda-Salichs , John Calsamiglia

Usually, methods evaluating system reliability require engineers to quantify the reliability of each of the system components. For series and parallel systems, there are some options to handle the estimation of each component's reliability.…

Methodology · Statistics 2018-05-29 Agatha Rodrigues , Carlos Alberto Pereira , Adriano Polpo

We consider sequential or active ranking of a set of n items based on noisy pairwise comparisons. Items are ranked according to the probability that a given item beats a randomly chosen item, and ranking refers to partitioning the items…

Machine Learning · Computer Science 2016-09-26 Reinhard Heckel , Nihar B. Shah , Kannan Ramchandran , Martin J. Wainwright

In this work, we focus on analyzing vulnerability of nonlinear dynamical control systems to stealthy sensor attacks. We start by defining the notion of stealthy attacks in the most general form by leveraging Neyman-Pearson lemma;…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Amir Khazraei , Miroslav Pajic

This paper considers the problem of testing whether there exists a non-negative solution to a possibly under-determined system of linear equations with known coefficients. This hypothesis testing problem arises naturally in a number of…

Econometrics · Economics 2021-09-16 Zheng Fang , Andres Santos , Azeem M. Shaikh , Alexander Torgovitsky

We consider a nonlinear polynomial regression model in which we wish to test the null hypothesis of structural stability in the regression parameters against the alternative of a break at an unknown time. We derive the extreme value…

Statistics Theory · Mathematics 2008-10-23 Alexander Aue , Lajos Horváth , Marie Hušková , Piotr Kokoszka

Nonlinear, adaptive, or otherwise complex control techniques are increasingly relied upon to ensure the safety of systems operating in uncertain environments. However, the nonlinearity of the resulting closed-loop system complicates…

Systems and Control · Computer Science 2018-01-17 John F. Quindlen , Ufuk Topcu , Girish Chowdhary , Jonathan P. How

State-of-the-art machine learning models require access to significant amount of annotated data in order to achieve the desired level of performance. While unlabelled data can be largely available and even abundant, annotation process can…

Machine Learning · Computer Science 2020-10-15 Rahaf Aljundi , Nikolay Chumerin , Daniel Olmeda Reino

This paper investigates the consensus problem in almost sure sense for uncertain multi-agent systems with noises and fixed topology. By combining the tools of stochastic analysis, algebraic graph theory, and matrix theory, we analyze the…

Adaptation and Self-Organizing Systems · Physics 2012-06-06 Radha F. Gupta , Poom Kumam

While the identification of nonlinear dynamical systems is a fundamental building block of model-based reinforcement learning and feedback control, its sample complexity is only understood for systems that either have discrete states and…

Machine Learning · Statistics 2020-06-19 Horia Mania , Michael I. Jordan , Benjamin Recht

Many practical problems can be understood as the search for a state of affairs that extends a fixed partial state of affairs, the \emph{environment}, while satisfying certain conditions that are formally specified. Such problems are found…

Artificial Intelligence · Computer Science 2023-05-30 Pierre Carbonnelle , Joost Vennekens , Bart Bogaerts , Marc Denecker

Anomalies represent deviations from the intended system operation and can lead to decreased efficiency as well as partial or complete system failure. As the causes of anomalies are often unknown due to complex system dynamics, efficient…

Machine Learning · Computer Science 2021-08-31 Benjamin Lindemann , Benjamin Maschler , Nada Sahlab , Michael Weyrich

Reliability analysis aims at estimating the failure probability of an engineering system. It often requires multiple runs of a limit-state function, which usually relies on computationally intensive simulations. Traditionally, these…

Computation · Statistics 2024-01-22 Anderson V. Pires , Maliki Moustapha , Stefano Marelli , Bruno Sudret
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