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Related papers: Temporal Detection of Anomalies via Actor-Critic B…

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We address the problem of sequentially selecting and observing processes from a given set to find the anomalies among them. The decision-maker observes one process at a time and obtains a noisy binary indicator of whether or not the…

Machine Learning · Computer Science 2021-05-14 Geethu Joseph , M. Cenk Gursoy , Pramod K. Varshney

We consider the problem of detecting anomalies among a given set of processes using their noisy binary sensor measurements. The noiseless sensor measurement corresponding to a normal process is 0, and the measurement is 1 if the process is…

Signal Processing · Electrical Eng. & Systems 2020-06-02 Geethu Joseph , M. Cenk Gursoy , Pramod K. Varshney

We address the problem of sequentially selecting and observing processes from a given set to find the anomalies among them. The decision-maker observes a subset of the processes at any given time instant and obtains a noisy binary indicator…

Machine Learning · Computer Science 2021-12-10 Geethu Joseph , Chen Zhong , M. Cenk Gursoy , Senem Velipasalar , Pramod K. Varshney

In this paper, we address the problem of detecting anomalies among a given set of binary processes via learning-based controlled sensing. Each process is parameterized by a binary random variable indicating whether the process is anomalous.…

Machine Learning · Computer Science 2023-12-04 Geethu Joseph , Chen Zhong , M. Cenk Gursoy , Senem Velipasalar , Pramod K. Varshney

In this paper, we address the anomaly detection problem where the objective is to find the anomalous processes among a given set of processes. To this end, the decision-making agent probes a subset of processes at every time instant and…

Machine Learning · Computer Science 2021-05-14 Geethu Joseph , Chen Zhong , M. Cenk Gursoy , Senem Velipasalar , Pramod K. Varshney

Anomaly detection is widely applied in a variety of domains, involving for instance, smart home systems, network traffic monitoring, IoT applications and sensor networks. In this paper, we study deep reinforcement learning based active…

Machine Learning · Computer Science 2019-08-29 Chen Zhong , M. Cenk Gursoy , Senem Velipasalar

We address the problem of detecting an anomalous process among a large number of processes. At each time t, normal processes are in state zero (normal state), while the abnormal process may be in either state zero (normal state) or state…

Signal Processing · Electrical Eng. & Systems 2025-06-23 Levli Citron , Kobi Cohen , Qing Zhao

We consider an adversarial Bayesian signal processing problem involving "us" and an "adversary". The adversary observes our state in noise; updates its posterior distribution of the state and then chooses an action based on this posterior.…

Signal Processing · Electrical Eng. & Systems 2020-02-19 Vikram Krishnamurthy , Muralidhar Rangaswamy

Organizations rely heavily on time series metrics to measure and model key aspects of operational and business performance. The ability to reliably detect issues with these metrics is imperative to identifying early indicators of major…

Machine Learning · Computer Science 2020-11-11 Sayan Chakraborty , Smit Shah , Kiumars Soltani , Anna Swigart , Luyao Yang , Kyle Buckingham

Reinforcement learning, mathematically described by Markov Decision Problems, may be approached either through dynamic programming or policy search. Actor-critic algorithms combine the merits of both approaches by alternating between steps…

Machine Learning · Computer Science 2023-01-31 Harshat Kumar , Alec Koppel , Alejandro Ribeiro

In this work, we consider a binary hypothesis testing problem involving a group of human decision-makers. Due to the nature of human behavior, each human decision-maker observes the phenomenon of interest sequentially up to a random length…

Signal Processing · Electrical Eng. & Systems 2023-01-26 Nandan Sriranga , Baocheng Geng , Pramod K. Varshney

A decision maker records measurements of a finite-state Markov chain corrupted by noise. The goal is to decide when the Markov chain hits a specific target state. The decision maker can choose from a finite set of sampling intervals to pick…

Optimization and Control · Mathematics 2012-08-17 Vikram Krishnamurthy

Robots performing manipulation tasks must operate under uncertainty about both their pose and the dynamics of the system. In order to remain robust to modeling error and shifts in payload dynamics, agents must simultaneously perform…

Systems and Control · Computer Science 2017-07-31 Patrick Slade , Preston Culbertson , Zachary Sunberg , Mykel Kochenderfer

The problem of detecting anomalies in multiple processes is considered. We consider a composite hypothesis case, in which the measurements drawn when observing a process follow a common distribution with an unknown parameter (vector), whose…

Information Theory · Computer Science 2020-04-22 Bar Hemo , Tomer Gafni , Kobi Cohen , Qing Zhao

We consider a sequential problem in decentralized detection. Two observers can make repeated noisy observations of a binary hypothesis on the state of the environment. At any time, any of the two observers can stop and send a final message…

Optimization and Control · Mathematics 2015-03-17 Ashutosh Nayyar , Demosthenis Teneketzis

The problem of searching for $L$ anomalous processes among $M$ processes is considered. At each time, the decision maker can observe a subset of $K$ processes (i.e., multiple plays). The measurement drawn when observing a process follows…

Information Theory · Computer Science 2022-01-19 Tidhar Lambez , Kobi Cohen

Inverse optimal control can be used to characterize behavior in sequential decision-making tasks. Most existing work, however, is limited to fully observable or linear systems, or requires the action signals to be known. Here, we introduce…

Machine Learning · Computer Science 2023-10-31 Dominik Straub , Matthias Schultheis , Heinz Koeppl , Constantin A. Rothkopf

The problem of detecting the presence of a signal that can lead to a disaster is studied. A decision-maker collects data sequentially over time. At some point in time, called the change point, the distribution of data changes. This change…

Signal Processing · Electrical Eng. & Systems 2023-03-07 Tim Brucks , Taposh Banerjee , Rahul Mishra

Deciding what and when to observe is critical when making observations is costly. In a medical setting where observations can be made sequentially, making these observations (or not) should be an active choice. We refer to this as the…

Machine Learning · Computer Science 2019-06-18 Jinsung Yoon , James Jordon , Mihaela van der Schaar

This paper discusses the problem of estimating a stochastic signal from nonlinear uncertain observations with time-correlated additive noise described by a first-order Markov process. Random deception attacks are assumed to be launched by…

Signal Processing · Electrical Eng. & Systems 2024-05-09 R. Caballero-Águila , J. Hu , J. Linares-Pérez
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