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This paper considers the problem of sequentially detecting a change in the joint distribution of multiple data sources under a sampling constraint. Specifically, the channels or sources generate observations that are independent over time,…

Methodology · Statistics 2024-03-26 Anamitra Chaudhuri , Georgios Fellouris , Ali Tajer

Multivariate data sources with components of different information value seem to appear frequently in practice. Models in which the components change their homogeneity at different times are of significant importance. The fact whether any…

Optimization and Control · Mathematics 2020-11-04 Krzysztof Szajowski

This work considers the problem of detecting signals from multiple sequentially observed data streams, where only one stream can be observed at every time instant. The goal is to detect signals as quickly as possible while controlling the…

Methodology · Statistics 2026-04-07 Yiming Xing , Georgios Fellouris

In the multisensor sequential change detection problem, a disruption occurs in an environment monitored by multiple sensors. This disruption induces a change in the observations of an unknown subset of sensors. In the Byzantine version of…

Statistics Theory · Mathematics 2017-08-25 Georgios Fellouris , Erhan Bayraktar , Lifeng Lai

In this study, we demonstrate a sequential experimental design for spectral measurements by active learning using parametric models as predictors. In spectral measurements, it is necessary to reduce the measurement time because of sample…

Machine Learning · Computer Science 2023-05-15 Tomohiro Nabika , Kenji Nagata , Shun Katakami , Masaichiro Mizumaki , Masato Okada

Randomised control trials are currently the definitive gold standard approach for formal educational experiments. Although conclusions from these experiments are highly credible, their relatively slow experimentation rate, high expense and…

Computers and Society · Computer Science 2021-12-03 Luis M. Vaquero , Niall Twomey , Miguel Patricio Dias , Massimo Camplani , Robert Hardman

This paper considers a sequence of random variables generated according to a common distribution. The distribution might undergo periods of transient changes at an unknown set of time instants, referred to as change-points. The objective is…

Information Theory · Computer Science 2018-04-26 Javad Heydari , Ali Tajer

Oftentimes in practice, the observed process changes statistical properties at an unknown point in time and the duration of a change is substantially finite, in which case one says that the change is intermittent or transient. We provide an…

Applications · Statistics 2023-04-11 Grigory Sokolov , Valentin S. Spivak , Alexander G. Tartakovsky

In this paper easily applicable techniques are devised for detecting changepoints in autocorrelated Gaussian sequences. Our method proceeds by sequential evaluation of a CUSUM-type test statistic, which is compared to a predefined…

Probability · Mathematics 2016-02-09 W. Ellens , J. Kuhn , M. Mandjes , P. Żuraniewski

We describe our process for automatic detection of performance changes for a software product in the presence of noise. A large collection of tests run periodically as changes to our software product are committed to our source repository,…

Software Engineering · Computer Science 2020-03-03 David Daly , William Brown , Henrik Ingo , Jim O'Leary , David Bradford

We propose a novel nonparametric Bayesian IRT model in this paper by introducing the clustering effect at question level and further assume heterogeneity at examinee level under each question cluster, characterized by the mixture of…

Methodology · Statistics 2022-11-23 Tianyu Pan , Weining Shen , Clintin P. Davis-Stober , Guanyu Hu

Motivated by neuroscience applications, we introduce the concept of qualitative detection, that is, the problem of determining on-line the current qualitative dynamical behavior (e.g., resting, oscillating, bursting, spiking etc.) of a…

Optimization and Control · Mathematics 2018-10-10 Ying Tang , Alessio Franci , Romain Postoyan

Statistical approaches to cyber-security involve building realistic probability models of computer network data. In a data pre-processing phase, separating automated events from those caused by human activity should improve statistical…

Applications · Statistics 2017-07-04 Matthew Price-Williams , Nick Heard , Melissa Turcotte

While previous distribution shift detection approaches can identify if a shift has occurred, these approaches cannot localize which specific features have caused a distribution shift -- a critical step in diagnosing or fixing any underlying…

Machine Learning · Computer Science 2021-07-16 Sean Kulinski , Saurabh Bagchi , David I. Inouye

Time-varying random objects have been increasingly encountered in modern data analysis. Moreover, in a substantial number of these applications, periodic behaviour of the random objects has been observed. We develop a novel procedure to…

Methodology · Statistics 2025-08-27 Jiazhen Xu , Andrew T. A. Wood , Tao Zou

In this work, we aim to provide a new and efficient recursive detection method for temporarily monitored signals. Motivated by the case of the propagation of an event over a field of sensors, we assumed that the change in the statistical…

Applications · Statistics 2022-03-17 V. Watson , F. Septier , P. Armand , C. Duchenne

A change point detection (CPD) framework assisted by a predictive machine learning model called "Predict and Compare" is introduced and characterised in relation to other state-of-the-art online CPD routines which it outperforms in terms of…

Machine Learning · Computer Science 2024-06-05 Anna-Christina Glock , Florian Sobieczky , Johannes Fürnkranz , Peter Filzmoser , Martin Jech

This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: (1) {\em filtering}, or assigning a belief or likelihood to each…

Machine Learning · Computer Science 2016-11-17 Maxim Raginsky , Rebecca Willett , Corinne Horn , Jorge Silva , Roummel Marcia

We propose a new sequential monitoring scheme for changes in the parameters of a multivariate time series. In contrast to procedures proposed in the literature which compare an estimator from the training sample with an estimator calculated…

Statistics Theory · Mathematics 2020-07-28 Josua Gösmann , Tobias Kley , Holger Dette

This article develops a method to construct the optimal sequential test for monitoring the changes in the distribution of finite observation sequences with a general dependence structure. This method allows us to prove that different…

Statistics Theory · Mathematics 2019-08-01 Dong Han , Fugee Tsung , Jinguo Xian
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