Related papers: Sequential Detection of Common Change in High-dime…
Consider a two-class classification problem where we observe samples $(X_i, Y_i)$ for i = 1, ..., n, $X_i \in R^p$ and $Y_i$ in {0, 1}. Given $Y_i = k$, $X_i$ is assumed to follow a multivariate normal distribution with mean $\mu_k \in R^k$…
Target parameter estimation performance is investigated for a radar employing a set of widely separated transmitting and receiving antenna arrays. Cases with multiple extended targets are considered under two signal model assumptions:…
We propose a regression model with matrix-variate skew-t response (REGMVST) for analyzing irregular longitudinal data with skewness, symmetry, or heavy tails. REGMVST models matrix-variate responses and predictors, with rows indexing…
Balancing efficiency of bandwidth use and complexity of detection involves choosing a suitable load for a multi-access channel. In the case of synchronous CDMA, with random codes, it is possible to demonstrate the existence of a threshold…
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…
We study real-time detection of low-rank changes in the covariance structure of high-dimensional streaming data, motivated by robotic swarm monitoring. Building on the spiked covariance model, we propose the Multi-rank Subspace-CUSUM…
Anomaly detection is widely used to distinguish system anomalies by analyzing the temporal and spatial features of wireless sensor network (WSN) data streams; it is one of critical technique that ensures the reliability of WSNs. Currently,…
Molecular profiling data (e.g., gene expression) has been used for clinical risk prediction and biomarker discovery. However, it is necessary to integrate other prior knowledge like biological pathways or gene interaction networks to…
This study addresses the issue of balancing graph summarization and graph change detection. Graph summarization compresses large-scale graphs into a smaller scale. However, the question remains: To what extent should the original graph be…
In this paper, we introduce two robust, nonparametric methods for multiple change-point detection in the variability of a multivariate sequence of observations. We demonstrate that changes in ranks generated from data depth functions can be…
In Change point detection task Likelihood Ratio Test (LRT) is sequentially applied in a sliding window procedure. Its high values indicate changes of parametric distribution in the data sequence. Correspondingly LRT values require…
Recently, an intriguing research trend for automatic target recognition (ATR) from synthetic aperture radar (SAR) imagery has arisen: using simulated data to train ATR models is a feasible solution to the issue of inadequate measured data.…
Graph sampling via crawling has been actively considered as a generic and important tool for collecting uniform node samples so as to consistently estimate and uncover various characteristics of complex networks. The so-called simple random…
We consider the change-point detection problem of deciding, based on noisy measurements, whether an unknown signal over a given graph is constant or is instead piecewise constant over two connected induced subgraphs of relatively low cut…
The newly proposed $l_1$ norm constraint zero-point attraction Least Mean Square algorithm (ZA-LMS) demonstrates excellent performance on exact sparse system identification. However, ZA-LMS has less advantage against standard LMS when the…
The Exponentially Weighted Average (EWA) of observations is known to be state-of-art estimator for tracking expectations of dynamically varying data stream distributions. However, how to devise an EWA estimator to rather track quantiles of…
When processing data with uncertainty, it is desirable that the output of the algorithm is stable against small perturbations in the input. Varma and Yoshida [SODA'21] recently formalized this idea and proposed the notion of average…
Random walk based sampling methods have been widely used in graph sampling in recent years, while it has bias towards higher degree nodes in the sample. To overcome this deficiency, classical methods such as GMD modify the topology of…
Detecting changes in high-dimensional vectors presents significant challenges, especially when the post-change distribution is unknown and time-varying. This paper introduces a novel robust algorithm for correlation change detection in…
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,…