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This paper provides an overview of recent developments in quickest change detection (QCD) for high-dimensional multi-sensor systems, with an emphasis on settings involving structural constraints and limited sensing resources. Classical QCD…

Statistics Theory · Mathematics 2026-04-21 Topi Halme , Visa Koivunen

A sensor network is considered where at each sensor a sequence of random variables is observed. At each time step, a processed version of the observations is transmitted from the sensors to a common node called the fusion center. At some…

Statistics Theory · Mathematics 2023-07-19 Taposh Banerjee , Venugopal V. Veeravalli

This paper addresses the problem of detecting false data injection (FDI) attacks in a distributed network without a fusion center, represented by a connected graph among multiple agent nodes. Each agent node is equipped with a sensor, and…

Systems and Control · Electrical Eng. & Systems 2024-02-16 Saqib Abbas Baba , Arpan Chattopadhyay

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

The problem of quickest change detection in a sequence of independent observations is considered. The pre-change distribution is assumed to be known, while the post-change distribution is completely unknown. A window-limited leave-one-out…

Signal Processing · Electrical Eng. & Systems 2022-11-07 Yuchen Liang , Venugopal V. Veeravalli

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…

Applications · Statistics 2016-01-12 Georgios Fellouris , Grigory Sokolov

In this work, we take the initiative in studying the information-theoretic tradeoff between communication and quickest change detection (QCD) under an integrated sensing and communication setting. We formally establish a joint communication…

Information Theory · Computer Science 2024-10-11 Daewon Seo , Sung Hoon Lim

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…

Methodology · Statistics 2024-12-09 Yingze Hou , Hoda Bidkhori , Taposh Banerjee

In this paper, the heterogeneous distributed quickest change detection (HetDQCD) with 1-bit non-anonymous feedback is studied. The concept of syndromes is introduced and the family of syndrome-based fusion rules is proposed, which…

Information Theory · Computer Science 2024-05-14 Wen-Hsuan Li , Yu-Chih Huang

The problem of sequential change diagnosis is considered, where observations are obtained on-line, an abrupt change occurs in their distribution, and the goal is to quickly detect the change and accurately identify the post-change…

Statistics Theory · Mathematics 2022-11-24 Austin Warner , Georgios Fellouris

We study the problem of covert quickest change detection in a discrete-time setting, where a sequence of observations undergoes a distributional change at an unknown time. Unlike classical formulations, we consider a covert adversary who…

Information Theory · Computer Science 2026-02-18 Amir Reza Ramtin , Philippe Nain , Don Towsley

Online change detection involves monitoring a stream of data for changes in the statistical properties of incoming observations. A good change detector will detect any changes shortly after they occur, while raising few false alarms.…

Statistics Theory · Mathematics 2020-03-03 Thomas Flynn , Shinjae Yoo

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 by general It\^{o}…

Optimization and Control · Mathematics 2016-03-11 Hongzhong Zhang , Olympia Hadjiliadis , Tobias Schäfer , H. Vincent Poor

This work considers the problem of quickest detection with N distributed sensors that receive continuous sequential observations from the environment. These sensors employ cumulative sum (CUSUM) strategies and communicate to a central…

Information Theory · Computer Science 2008-08-05 Olympia Hadjiliadis , Hongzhong Zhang , H. V. Poor

The problem of quickest change detection in a sequence of independent observations is considered. The pre-change distribution is assumed to be known, while the post-change distribution is unknown. Two tests based on post-change density…

Statistics Theory · Mathematics 2023-11-28 Yuchen Liang , Venugopal V. Veeravalli

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.…

Statistics Theory · Mathematics 2020-02-04 Georgios Rovatsos , Venugopal V. Veeravalli , Don Towsley , Ananthram Swami

The problem of quickest change detection is studied in the context of detecting an arbitrary unknown mean-shift in multiple independent Gaussian data streams. The James-Stein estimator is used in constructing detection schemes that exhibit…

Statistics Theory · Mathematics 2026-04-21 Topi Halme , Venugopal V. Veeravalli , Visa Koivunen

Distributed change-point detection has been a fundamental problem when performing real-time monitoring using sensor-networks. We propose a distributed detection algorithm, where each sensor only exchanges CUSUM statistic with their…

Signal Processing · Electrical Eng. & Systems 2019-01-09 Qinghua Liu , Rui Zhang , Yao Xie

Consider a large number of detectors each generating a data stream. The task is to detect online, distribution changes in a small fraction of the data streams. Previous approaches to this problem include the use of mixture likelihood ratios…

Statistics Theory · Mathematics 2016-01-20 Hock Peng Chan

In the classical quickest change detection problem, an observer performs a single experiment to monitor a stochastic process. The goal in the classical problem is to detect a change in the statistical properties of the process, with the…

Signal Processing · Electrical Eng. & Systems 2025-10-08 Patrick Vincent N. Lubenia , Taposh Banerjee