Related papers: Quickest Change Detection with Non-Stationary Post…
We consider the offline change point detection and localization problem in the context of piecewise stationary networks, where the observable is a finite sequence of networks. We develop algorithms involving some suitably modified CUSUM…
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…
Change-point detection has been a classical problem in statistics and econometrics. This work focuses on the problem of detecting abrupt distributional changes in the data-generating distribution of a sequence of high-dimensional…
This work considers the problem of quickest detection of signals in a coupled system of N sensors, which receive continuous sequential observations from the environment. It is assumed that the signals, which are modeled a general Ito…
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…
This paper introduces an approach to multi-stream quickest change detection and fault isolation for unnormalized and score-based statistical models. Traditional optimal algorithms in the quickest change detection literature require explicit…
Optimal algorithms are developed for robust detection of changes in non-stationary processes. These are processes in which the distribution of the data after change varies with time. The decision-maker does not have access to precise…
In this paper, we consider a non-Bayesian sequential change detection based on the Cumulative Sum (CUSUM) algorithm employed by an energy harvesting sensor where the distributions before and after the change are assumed to be known. In a…
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…
The problem of quickest anomaly detection in networks with unlabeled samples is studied. At some unknown time, an anomaly emerges in the network and changes the data-generating distribution of some unknown sensor. The data vector received…
In this paper, two tests, based on CUSUM of the residuals and least squares estimation, are studied to detect in real time a change-point in a nonlinear model. A first test statistic is proposed by extension of a method already used in the…
This paper considers the constrained sampling multi-stream quickest change detection problem, also known as the bandit quickest change detection problem. One stream contains a change-point that shifts its mean by an unknown amount. The goal…
The problem of robust quickest change detection (QCD) in non-stationary processes under a multi-stream setting is studied. In classical QCD theory, optimal solutions are developed to detect a sudden change in the distribution of stationary…
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…
The problem of quickest change detection with a wireless sensor node is studied in this paper. The sensor that is deployed to monitor the environment has limited energy constraint to the classical quickest change detection problem. We…
A generalized multisensor sequential change detection problem is considered, in which a number of (possibly correlated) sensors monitor an environment in real time, the joint distribution of their observations is determined by a global…
This paper presents DRE-CUSUM, an unsupervised density-ratio estimation (DRE) based approach to determine statistical changes in time-series data when no knowledge of the pre-and post-change distributions are available. The core idea behind…
We investigate the problem of covert quickest change detection in a continuous-time setting, where a Brownian motion experiences a drift change at an unknown time. Unlike classical formulations, we consider a covert adversary who adjusts…
Modern information systems generate large volumes of data with anomalies that occur at unknown points in time and have to be detected quickly and reliably with low false alarm rates. The paper develops a general theory of quickest…
The problem of quickest growing dynamic anomaly detection in sensor networks is studied. Initially, the observations at the sensors, which are sampled sequentially by the decision maker, are generated according to a pre-change distribution.…