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In this paper, the problem of quickly detecting an abrupt change on a stochastic process under Bayesian framework is considered. Different from the classic Bayesian quickest change-point detection problem, this paper considers the case…

Information Theory · Computer Science 2017-08-24 Jun Geng , Erhan Bayraktar , Lifeng Lai

Suppose that local characteristics of several independent compound Poisson and Wiener processes change suddenly and simultaneously at some unobservable disorder time. The problem is to detect the disorder time as quickly as possible after…

Statistics Theory · Mathematics 2008-04-01 Savas Dayanik , H. Vincent Poor , Semih O. Sezer

In this paper, Bayesian quickest change detection problems with sampling right constraints are considered. Specifically, there is a sequence of random variables whose probability density function will change at an unknown time. The goal is…

Information Theory · Computer Science 2014-07-16 Jun Geng , Erhan Bayraktar , Lifeng Lai

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

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

This paper addresses the problem of quickest change detection (QCD) at two spatially separated locations monitored by a single unmanned aerial vehicle (UAV) equipped with a sensor. At any location, the UAV observes i.i.d. data sequentially…

Signal Processing · Electrical Eng. & Systems 2025-04-11 Saqib Abbas , Anurag Kumar , Arpan Chattopadhyay

We propose a quickest change detection problem over sensor networks where both the subset of sensors undergoing a change and the local post-change distributions are unknown. Each sensor in the network observes a local discrete time random…

Signal Processing · Electrical Eng. & Systems 2021-02-11 Deniz Sargun , C. Emre Koksal

Sequential change diagnosis is the joint problem of detection and identification of a sudden and unobservable change in the distribution of a random sequence. In this problem, the common probability law of a sequence of i.i.d. random…

Probability · Mathematics 2007-10-29 Savas Dayanik , Christian Goulding , H. Vincent Poor

This paper examines the joint problem of detection and identification of a sudden and unobservable change in the probability distribution function (pdf) of a sequence of independent and identically distributed (i.i.d.) random variables to…

Information Theory · Computer Science 2009-04-16 Savas Dayanik , Christian Goulding , H. Vincent Poor

We present a Bayesian approach for the Contamination Source Detection problem in Water Distribution Networks. Given an observation of contaminants in one or more nodes in the network, we try to give probable explanation for it assuming that…

Data Analysis, Statistics and Probability · Physics 2018-09-28 Ernesto Ortega , Alfredo Braunstein , Alejandro Lage-Castellanos

The detection and analysis of events within massive collections of time-series has become an extremely important task for time-domain astronomy. In particular, many scientific investigations (e.g. the analysis of microlensing and other…

Applications · Statistics 2013-01-22 Alexander W Blocker , Pavlos Protopapas

We consider the sequential change-point detection for asynchronous multi-sensors, where each sensor observe a signal (due to change-point) at different times. We propose an asynchronous Subspace-CUSUM procedure based on jointly estimating…

Applications · Statistics 2019-01-25 Liyan Xie , Yao Xie , George V. Moustakides

We study sequential change-point detection for spatio-temporal point processes, where actionable detection requires not only identifying when a distributional change occurs but also localizing where it manifests in space. While classical…

Methodology · Statistics 2026-02-05 Wenbin Zhou , Liyan Xie , Shixiang Zhu

A novel sequential change detection problem is proposed, in which the goal is to not only detect but also accelerate the change. Specifically, it is assumed that the sequentially collected observations are responses to treatments selected…

Statistics Theory · Mathematics 2024-06-24 Yanglei Song , Georgios Fellouris

We investigate the problem of jointly testing two hypotheses and estimating a random parameter based on data that is observed sequentially by sensors in a distributed network. In particular, we assume the data to be drawn from a Gaussian…

Signal Processing · Electrical Eng. & Systems 2020-03-04 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

We propose a novel Bayesian framework for changepoint detection in large-scale spherical spatiotemporal data, with broad applicability in environmental and climate sciences. Our approach models changepoints as spatially dependent…

Methodology · Statistics 2026-02-16 Samantha Shi-Jun , Bo Li

We propose a probabilistic formulation that enables sequential detection of multiple change points in a network setting. We present a class of sequential detection rules for certain functionals of change points (minimum among a subset), and…

Statistics Theory · Mathematics 2012-07-09 Arash Ali Amini , XuanLong Nguyen

We analyze a binary hypothesis testing problem built on a wireless sensor network (WSN) for detecting a stationary random process distributed both in space and time with circularly-symmetric complex Gaussian distribution under the…

Other Statistics · Statistics 2014-10-20 Juan Augusto Maya , Leonardo Rey Vega , Cecilia G. Galarza

In this paper, we aim to design and analyze distributed Bayesian estimation algorithms for sensor networks. The challenges we address are to (i) derive a distributed provably-correct algorithm in the functional space of probability…

Machine Learning · Computer Science 2025-03-25 Parth Paritosh , Nikolay Atanasov , Sonia Martinez

This paper is concerned with the problem of distributed extended object tracking, which aims to collaboratively estimate the state and extension of an object by a network of nodes. In traditional tracking applications, most approaches…

Systems and Control · Computer Science 2019-03-04 Junhao Hua , Chunguang Li