Related papers: Sequential Detection of Common Change in High-dime…
In this paper, we propose an new the CUSUM sequential test (control chart, stopping time) with the observation-adjusted control limits (CUSUM-OAL) for monitoring quickly and adaptively the change in distribution of a sequential…
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…
Because of the curse-of-dimensionality, high-dimensional processes present challenges to traditional multivariate statistical process monitoring (SPM) techniques. In addition, the unknown underlying distribution and complicated dependency…
This paper deals with joint adaptive radar detection and target bearing estimation in the presence of mutual coupling among the array elements. First of all, a suitable model of the signal received by the multichannel radar is developed via…
For the most popular sequential change detection rules such as CUSUM, EWMA, and the Shiryaev-Roberts test, we develop integral equations and a concise numerical method to compute a number of performance metrics, including average detection…
Automated f ault detection and monitoring in engineering are critical but frequently difficult owing to the necessity for collecting and labeling large amounts of defective samples . We present an unsupervised method that uses the high end…
In this paper, we develop an online change-point detection procedure in the covariance structure of high-dimensional data. A new stopping rule is proposed to terminate the process as early as possible when a change in covariance structure…
We consider the problem of efficient on-line anomaly detection in computer network traffic. The problem is approached statistically, as that of sequential (quickest) changepoint detection. A multi-cyclic setting of quickest change detection…
We proposed a novel dense line spectrum super-resolution algorithm, the DMRA, that leverages dynamical multi-resolution of atoms technique to address the limitation of traditional compressed sensing methods when handling dense point-source…
We develop new efficient online algorithms for detecting transient sparse signals in TEM video sequences, by adopting the recently developed framework for sequential detection jointly with online convex optimization [1]. We cast the problem…
This paper presents the exact mathematical derivation of the mean and variance properties for the Exponentially Weighted Moving Average (EWMA) statistic applied to binomial proportion monitoring in Multiple Stream Processes (MSPs). We…
Since with massive data growth, the need for autonomous and generic anomaly detection system is increased. However, developing one stand-alone generic anomaly detection system that is accurate and fast is still a challenge. In this paper,…
Quickest change point detection is concerned with the detection of statistical change(s) in sequences while minimizing the detection delay subject to false alarm constraints. In this paper, the problem of change point detection is studied…
Change-of-measure is a powerful technique used across statistics, probability and analysis. Particularly known as Wald's likelihood ratio identity, the technique enabled the proof of a number of exact and asymptotic optimality results…
Quick detection of common changes is critical in sequential monitoring of multi-stream data where a common change is referred as a change that only occurs in a portion of panels. After a common change is detected by using a combined…
We consider the problem of efficient financial surveillance aimed at "on-the-go" detection of structural breaks (anomalies) in "live"-monitored financial time series. With the problem approached statistically, viz. as that of multi-cyclic…
We address the sequential change-point detection problem for the Gaussian model where baseline distribution is Gaussian with variance \sigma^2 and mean \mu such that \sigma^2=a\mu, where a>0 is a known constant; the change is in \mu from…
This paper considers the problems of detecting a change point and estimating the location in the correlation matrices of a sequence of high-dimensional vectors, where the dimension is large enough to be comparable to the sample size or even…
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.…
In this paper, we study the design and analysis of optimal detection scheme for sensors that are deployed to monitor the change in the environment and are powered by the energy harvested from the environment. In this type of applications,…