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Related papers: CGR-CUSUM: A Continuous time Generalized Rapid Res…

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In this paper, we consider the problem of (multiple) change-point detection in panel data. We propose the double CUSUM statistic which utilises the cross-sectional change-point structure by examining the cumulative sums of ordered CUSUMs at…

Methodology · Statistics 2016-11-29 Haeran Cho

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…

Information Theory · Computer Science 2016-11-15 Olympia Hadjiliadis , Tobias Schaefer , H. Vincent Poor

This paper introduces a checksum algorithm that provides a new point in the performance/complexity/effectiveness checksum tradeoff space. It has better fault detection properties than single-sum and dual-sum modular addition checksums. It…

Data Structures and Algorithms · Computer Science 2024-04-01 Philip Koopman

The problem of sequentially finding an independent and identically distributed (i.i.d.) sequence that is drawn from a probability distribution $F_1$ by searching over multiple sequences, some of which are drawn from $F_1$ and the others of…

Information Theory · Computer Science 2013-02-18 Jun Geng , Weiyu Xu , Lifeng Lai

Count-Min Sketch with Conservative Updates (CMS-CU) is a popular algorithm to approximately count items' appearances in a data stream. Despite CMS-CU's widespread adoption, the theoretical analysis of its performance is still wanting…

Discrete Mathematics · Computer Science 2022-03-29 Younes Ben Mazziane , Sara Alouf , Giovanni Neglia

We report the development and validation of a data-driven real-time risk score that provides timely assessments for the clinical acuity of ward patients based on their temporal lab tests and vital signs, which allows for timely intensive…

Machine Learning · Computer Science 2017-05-23 Ahmed M. Alaa , Jinsung Yoon , Scott Hu , Mihaela van der Schaar

A finite horizon variant of the quickest change detection problem is studied, in which the goal is to minimize a delay threshold (latency), under constraints on the probability of false alarm and the probability that the latency is…

Data Structures and Algorithms · Computer Science 2024-09-20 Yu-Han Huang , Venugopal V. Veeravalli

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

In the present paper we address the real-time detection problem of a change-point in the coefficients of a linear model with the possibility that the model errors are asymmetrical and that the explanatory variables number is large. We build…

Methodology · Statistics 2020-07-31 Gabriela Ciuperca

We study a CUSUM (cumulative sums) procedure for the detection of changes in the means of weakly dependent time series within an abstract Hilbert space framework. We use an empirical projection approach via a principal component…

Statistics Theory · Mathematics 2015-10-08 Leonid Torgovitski

In recent years, self-starting methods have garnered increasing attention in Statistical Process Control and Monitoring (SPC/M), as they offer real-time disorder detection without the need for a calibration phase (Phase I). This study…

Other Statistics · Statistics 2024-10-17 Konstantinos Bourazas

Accurately predicting the criticalness of ICU patients (such as in-ICU mortality risk) is vital for early intervention in critical care. However, conventional models often treat each patient in isolation and struggle to exploit the…

Machine Learning · Computer Science 2025-08-04 Mukesh Kumar Sahu , Pinki Roy

As part of the effort to improve quality and to reduce national healthcare costs, the Centers for Medicare and Medicaid Services (CMS) are responsible for creating and maintaining an array of clinical quality measures (CQMs) for assessing…

This paper describes and compares several prominent single and multiple changepoint techniques for time series data. Due to their importance in inferential matters, changepoint research on correlated data has accelerated recently.…

Methodology · Statistics 2021-01-07 Xueheng Shi , Colin Gallagher , Robert Lund , Rebecca Killick

Background The use of a clinical decision support system for assessing the quality of care, based on computerized clinical guidelines (GLs), is likely to improve care, reduce costs, save time, and enhance the staff's capabilities.…

Artificial Intelligence · Computer Science 2024-10-16 Erez Shalom , Ayelet Goldstein , Roni Wais , Maya Slivanova , Nogah Melamed Cohen , Yuval Shahar

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

The problem of quickest change detection with communication rate constraints is studied. A network of wireless sensors with limited computation capability monitors the environment and sends observations to a fusion center via wireless…

Systems and Control · Computer Science 2016-09-06 Xiaoqiang Ren , Karl H. Johansson , Dawei Shi , Ling Shi

With the growing complexity of cyberattacks targeting critical infrastructures such as water treatment networks, there is a pressing need for robust anomaly detection strategies that account for both system vulnerabilities and evolving…

Machine Learning · Computer Science 2025-08-14 Arun Vignesh Malarkkan , Haoyue Bai , Dongjie Wang , Yanjie Fu

Wearable photoplethysmography (WPPG) has recently become a common technology in heart rate (HR) monitoring. General observation is that the motion artifacts change the statistics of the acquired PPG signal. Consequently, estimation of HR…

Computers and Society · Computer Science 2016-10-18 Harishchandra Dubey , Ramdas Kumaresan , Kunal Mankodiya

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