Related papers: CGR-CUSUM: A Continuous time Generalized Rapid Res…
Detecting abrupt changes in the community structure of a network from noisy observations is a fundamental problem in statistics and machine learning. This paper presents an online change detection algorithm called Spectral-CUSUM to detect…
A change point detection (CPD) framework assisted by a predictive machine learning model called "Predict and Compare" is introduced and characterised in relation to other state-of-the-art online CPD routines which it outperforms in terms of…
We show optimality, in a well-defined sense, using cumulative sum (CUSUM) charts for detecting changes in distributions. We consider a setting with multiple changes between two known distributions. This result advocates the use of…
We investigate sequential change point estimation and detection in univariate nonparametric settings, where a stream of independent observations from sub-Gaussian distributions with a common variance factor and piecewise-constant but…
In the problem of quickest change detection (QCD), a change occurs at some unknown time in the distribution of a sequence of independent observations. This work studies a QCD problem where the change is either a bad change, which we aim to…
Classical quickest change detection algorithms require modeling pre-change and post-change distributions. Such an approach may not be feasible for various machine learning models because of the complexity of computing the explicit…
We explore the behavior and establish new properties of the cumulative-sum process (CUSUM) and its running maximum. The study includes precise expressions for CUSUM's moment generating function and moments, fast recursive computing…
Control charts, one of the main tools in Statistical Process Control (SPC), have been widely adopted in manufacturing sectors as an effective strategy for malfunction detection throughout the previous decades. Measurement errors (M.E's) are…
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}…
Responding rapidly to a patient who is demonstrating signs of imminent clinical deterioration is a basic tenet of patient care. This gave rise to a patient safety intervention philosophy known as a Rapid Response System (RRS), whereby a…
In this paper, we not only propose an new optimal sequential test of sum of logarithmic likelihood ratio (SLR) but also present the CUSUM sequential test (control chart, stopping time) with the observation-adjusted control limits…
Stealthy false data injection attacks on cyber-physical systems introduce erroneous measurements onto sensors with the intent to degrade system performance. An intelligent attacker can design stealthy attacks with knowledge of the system…
As continuous glucose monitors (CGMs) are used increasingly by diabetic patients, new and intuitive tools are needed to help patients and their physicians use these streams of data to improve blood glucose management. In this paper, we…
The problem of quickest change detection (QCD) under transient dynamics is studied, where the change from the initial distribution to the final persistent distribution does not happen instantaneously, but after a series of transient phases.…
Detecting change points sequentially in a streaming setting, especially when both the mean and the variance of the signal can change, is often a challenging task. A key difficulty in this context often involves setting an appropriate…
CUSUMs based on the signed sequential ranks of observations are developed for detecting location and scale changes in symmetric distributions. The CUSUMs are distribution free and fully self-starting: given a specified in-control median and…
Recent advances in computed tomography (CT) imaging, especially with dual-robot systems, have introduced new challenges for scan trajectory optimization. This paper presents a novel approach using Gated Recurrent Units (GRUs) to optimize CT…
In this chapter, we explain how quickest detection algorithms can be useful for risk management in presence of seasonality. We investigate the problem of detecting fast enough cases when a call center will need extra staff in a near future…
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…
Continuous glucose monitoring (CGM) has been increasingly used in US hospitals for the care of patients with diabetes. Time in range (TIR), which measures the percent of time over a specified time window with glucose values within a target…