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Universal compression algorithms have been studied in the past for sequential change detection, where they have been used to estimate the post-change distribution in the modified version of the Cumulative Sum (CUSUM) Test. In this paper, we…

Information Theory · Computer Science 2021-12-15 Vikrant Malik , R. K. Bansal

In this paper we tackle distributed detection of a non-cooperative target with a Wireless Sensor Network (WSN). When the target is present, sensors observe an unknown random signal with amplitude attenuation depending on the distance…

Information Theory · Computer Science 2016-12-20 D. Ciuonzo , P. Salvo Rossi

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…

We consider a detection problem where sensors experience noisy measurements and intermittent communication opportunities to a centralized fusion center (or cloud). The objective of the problem is to arrive at the correct estimate of event…

Systems and Control · Electrical Eng. & Systems 2020-09-23 Michal Yemini , Stephanie Gil , Andrea Goldsmith

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 a centralized detection problem where sensors experience noisy measurements and intermittent connectivity to a centralized fusion center. The sensors collaborate locally within predefined sensor clusters and fuse their noisy…

Signal Processing · Electrical Eng. & Systems 2022-08-23 Michal Yemini , Stephanie Gil , Andrea J. Goldsmith

This paper considers the problem of sequentially detecting a change in the joint distribution of multiple data sources under a sampling constraint. Specifically, the channels or sources generate observations that are independent over time,…

Methodology · Statistics 2024-03-26 Anamitra Chaudhuri , Georgios Fellouris , Ali Tajer

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

The problem of quickest detection of a change in the mean of a sequence of independent observations is studied. The pre-change distribution is assumed to be stationary, while the post-change distributions are allowed to be non-stationary.…

Signal Processing · Electrical Eng. & Systems 2021-08-26 Yuchen Liang , Venugopal V. Veeravalli

Methods in the field of quickest change detection rapidly detect in real-time a change in the data-generating distribution of an online data stream. Existing methods have been able to detect this change point when the densities of the pre-…

Methodology · Statistics 2025-07-09 Sean Moushegian , Suya Wu , Enmao Diao , Jie Ding , Taposh Banerjee , Vahid Tarokh

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

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

In this correspondence we study the problem of channel-aware decision fusion when the sensor detection probability is not known at the decision fusion center. Several alternatives proposed in the literature are compared and new fusion rules…

Information Theory · Computer Science 2016-03-11 Domenico Ciuonzo , Pierluigi Salvo Rossi

An important step in a multi-sensor surveillance system is to estimate sensor biases from their noisy asynchronous measurements. This estimation problem is computationally challenging due to the highly nonlinear transformation between the…

Information Theory · Computer Science 2018-05-21 Wenqiang Pu , Ya-Feng Liu , Junkun Yan , Hongwei Liu , Zhi-Quan Luo

In modern machine learning, users often have to collaborate to learn the distribution of the data. Communication can be a significant bottleneck. Prior work has studied homogeneous users -- i.e., whose data follow the same discrete…

Machine Learning · Statistics 2022-10-12 Xinmeng Huang , Donghwan Lee , Edgar Dobriban , Hamed Hassani

Consider a sensor network made of remote nodes connected to a common fusion center. In a recent work Blum and Sadler [1] propose the idea of ordered transmissions -sensors with more informative samples deliver their messages first- and…

Information Theory · Computer Science 2011-03-29 Paolo Braca , Stefano Marano , Vincenzo Matta

This paper investigates the quickest change detection of quantum states in a universal setting: specifically, where the post-change quantum state is not known a priori. We establish the asymptotic optimality of a two-stage approach in terms…

Quantum Physics · Physics 2026-04-21 Arick Grootveld , Haodong Yang , Nandan Sriranga , Biao Chen , Venkata Gandikota , Jason Pollack

We consider the problem of quickest change detection (QCD) in a signal where its observations are obtained using a set of actions, and switching from one action to another comes with a cost. The objective is to design a stopping rule…

Optimization and Control · Mathematics 2021-01-22 Tze Siong Lau , Wee Peng Tay

Power system outages expose market participants to significant financial risk unless promptly detected and hedged. We develop an outage identification method from public market signals grounded in the parametric quickest change detection…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Milad Hoseinpour , Shubhanshu Shekhar , Vladimir Dvorkin

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
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