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The problem of detecting changes with multiple sensors has received significant attention in the literature. In many practical applications such as critical infrastructure monitoring and modeling of disease spread, a useful change…

Information Theory · Computer Science 2019-02-19 Mehmet Necip Kurt , Xiaodong Wang

We consider the quickest change detection problem where both the parameters of pre- and post- change distributions are unknown, which prevents the use of classical simple hypothesis testing. Without additional assumptions, optimal solutions…

Machine Learning · Computer Science 2021-06-10 Firas Jarboui , Viannet Perchet

The problem of decentralized sequential detection with conditionally independent observations is studied. The sensors form a star topology with a central node called fusion center as the hub. The sensors make noisy observations of a…

Information Theory · Computer Science 2008-12-29 Leena Zacharias , Rajesh Sundaresan

Detecting abrupt changes in real-time data streams from scientific simulations presents a challenging task, demanding the deployment of accurate and efficient algorithms. Identifying change points in live data stream involves continuous…

Many industrial and security applications employ a suite of sensors for detecting abrupt changes in temporal behavior patterns. These abrupt changes typically manifest locally, rendering only a small subset of sensors informative.…

Machine Learning · Computer Science 2023-06-14 Aditya Gopalan , Venkatesh Saligrama , Braghadeesh Lakshminarayanan

We consider the change detection problem where the pre-change observation vectors are purely noise and the post-change observation vectors are noise-corrupted compressive measurements of sparse signals with a common support, measured using…

Signal Processing · Electrical Eng. & Systems 2019-01-25 Aditi Jain , Pradeep Sarvepalli , Srikrishna Bhashyam , Arun Pachai Kannu

The problem of sequentially detecting an abrupt change in a sequence of independent and identically distributed (IID) random variables is addressed. Whereas previous approaches assume a known probability density function (PDF) at the start…

Statistics Theory · Mathematics 2017-12-11 James Falt , Steven D. Blostein

In the sequential change-point detection literature, most research specifies a required frequency of false alarms at a given pre-change distribution $f_{\theta}$ and tries to minimize the detection delay for every possible post-change…

Statistics Theory · Mathematics 2007-06-13 Yajun Mei

We present a distribution-free CUSUM procedure designed for online change detection in a time series of low-rank images, particularly when the change causes a mean shift. We represent images as matrix data and allow for temporal dependence,…

Methodology · Statistics 2025-02-28 Tingnan Gong , Seong-Hee Kim , Yao Xie

Detecting change points sequentially in a streaming setting, especially when both the mean and the variance of the signal can change, is often a challenging task. A key difficulty in this context often involves setting an appropriate…

Methodology · Statistics 2022-11-01 Nauman Ahad , Mark A. Davenport , Yao Xie

This paper addresses the problem of quickest detection of a change in the maximal coherence between columns of a $n\times p$ random matrix based on a sequence of matrix observations having a single unknown change point. The random matrix is…

Statistics Theory · Mathematics 2018-05-01 Taposh Banerjee , Hamed Firouzi , Alfred O. Hero

The paper addresses a sequential changepoint detection problem, assuming that the duration of change may be finite and unknown. This problem is of importance for many applications, e.g., for signal and image processing where signals appear…

Statistics Theory · Mathematics 2021-06-09 Alexander G. Tartakovsky , Nikita R. Berenkov , Alexei E. Kolessa , Igor V. Nikiforov

We study the problem of quickest detection of a change in the mean of an observation sequence, under the assumption that both the pre- and post-change distributions have bounded support. We first study the case where the pre-change…

Signal Processing · Electrical Eng. & Systems 2021-01-15 Yuchen Liang , Venugopal V. Veeravalli

We consider a small extent sensor network for event detection, in which nodes take samples periodically and then contend over a {\em random access network} to transmit their measurement packets to the fusion center. We consider two…

Networking and Internet Architecture · Computer Science 2016-11-18 Premkumar Karumbu , Venkata K. Prasanthi M. , Anurag Kumar

Sequential attack detection in a distributed estimation system is considered, where each sensor successively produces one-bit quantized samples of a desired deterministic scalar parameter corrupted by additive noise. The unknown parameters…

Information Theory · Computer Science 2018-02-12 Jiangfan Zhang , Xiaodong Wang

The popular criteria of optimality for quickest change detection procedures are the Lorden criterion, the Shiryaev-Roberts-Pollak criterion, and the Bayesian criterion. In this paper a robust version of these quickest change detection…

Information Theory · Computer Science 2016-11-15 Jayakrishnan Unnikrishnan , Venugopal V. Veeravalli , Sean Meyn

We consider the challenge of efficiently detecting changes within a network of sensors, where we also need to minimise communication between sensors and the cloud. We propose an online, communication-efficient method to detect such changes.…

Methodology · Statistics 2024-04-11 Ziyang Yang , Idris A. Eckley , Paul Fearnhead

We study a monitoring system in which the distributions of sensors' observations change from a nominal distribution to an abnormal distribution in response to an adversary's presence. The system uses the quickest change detection procedure,…

Signal Processing · Electrical Eng. & Systems 2022-06-08 Thirupathaiah Vasantam , Don Towsley , Venugopal V. Veeravalli

We study a Wiener disorder problem of detecting the minimum of $N$ change-points in $N$ observation channels coupled by correlated noises. It is assumed that the observations in each dimension can have different strengths and that the…

Statistics Theory · Mathematics 2015-10-29 Hongzhong Zhang , Neofytos Rodosthenous , Olympia Hadjiliadis

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