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We consider sequential change-point detection in parallel data streams, where each stream has its own change point. Once a change is detected in a data stream, this stream is deactivated permanently. The goal is to maximize the normal…

Statistics Theory · Mathematics 2021-07-15 Yunxiao Chen , Xiaoou Li

Sequential (online) change-point detection involves continuously monitoring time-series data and triggering an alarm when shifts in the data distribution are detected. We propose an algorithm for real-time identification of alterations in…

Methodology · Statistics 2024-12-16 Yuhan Tian , Abolfazl Safikhani

We consider a multiple hypothesis testing problem in a sensor network over the joint spatio-temporal domain. The sensor network is modeled as a graph, with each vertex representing a sensor and a signal over time associated with each…

Signal Processing · Electrical Eng. & Systems 2025-01-23 Xingchao Jian , Martin Gölz , Feng Ji , Wee Peng Tay , Abdelhak M. Zoubir

Change point detection in high dimensional data has found considerable interest in recent years. Most of the literature either designs methodology for a retrospective analysis, where the whole sample is already available when the…

Statistics Theory · Mathematics 2020-12-16 Josua Gösmann , Christina Stoehr , Johannes Heiny , Holger Dette

In many modern industrial scenarios, the measurements of the quality characteristics of interest are often required to be represented as functional data or profiles. This motivates the growing interest in extending traditional univariate…

Water Distribution Networks (WDNs) are critical infrastructures that ensure safe drinking water. One of the major threats is the accidental or intentional injection of pollutants. Data collection remains challenging in underground WDNs and…

Information Theory · Computer Science 2019-04-09 Zhuangkun Wei , Alessio Pagani , Guangtao Fu , Ian Guymer , Wei Chen , Julie McCann , Weisi Guo

Massive MIMO (multiple-input multiple-output) detection is an important topic in wireless communication and various machine learning based methods have been developed recently for this task. Expectation Propagation (EP) and its variants are…

Machine Learning · Computer Science 2024-09-06 Qincheng Lu , Sitao Luan , Xiao-Wen Chang

A scope in quality control, which has recently received a great deal of attention is profile that characterizes the quality of a product or process by a relationship between two or more variables. In this paper, we propose an EWMA chart for…

Applications · Statistics 2019-11-12 Seyed Nasser Moosavi , Mohammad Saleh Owlia , Ashkan Khalifeh

In this paper, we use multithreaded fast Fourier transforms provided in three highly optimized packages, FFTW-2.1.5, FFTW-3.3.7, and Intel MKL FFT, to present a novel model-based parallel computing technique as a very effective and portable…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-08-17 Semyon Khokhriakov , Ravi Reddy , Alexey Lastovetsky

Narrowing the performance gap between optimal and feasible detection in inter-symbol interference (ISI) channels, this paper proposes to use graph neural networks (GNNs) for detection that can also be used to perform joint detection and…

Information Theory · Computer Science 2025-07-16 Jannis Clausius , Marvin Rübenacke , Daniel Tandler , Stephan ten Brink

This paper proposes an algorithm based on a staged sliding window Transformer architecture to detect abnormal behaviors in the microstructure of the foreign exchange market, focusing on high-frequency EUR/USD trading data. The method…

Machine Learning · Computer Science 2025-04-02 Qiuliuyang Bao , Jiawei Wang , Hao Gong , Yiwei Zhang , Xiaojun Guo , Hanrui Feng

We consider detecting change points in the correlation structure of streaming data with minimum assumptions posed on the underlying data distribution. Detection statistics are constructed for dense and sparse change settings, based on…

Methodology · Statistics 2026-02-17 Jie Gao , Liyan Xie , Zhaoyuan Li

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…

Applications · Statistics 2017-11-01 Y. Cao , S. Zhu , Y. Xie , J. Key , J. Kacher , R. R. Unocic , C. M. Rouleau

This paper investigates sequential change-point detection in reconfigurable sensor networks. In this problem, data from multiple sensors are observed sequentially. Each sensor can have a unique change point, and the data distribution…

Methodology · Statistics 2025-04-10 Seungwon Lee , Yunxiao Chen , Xiaoou Li

Accurate online transient stability prediction is critical for ensuring power system stability when facing disturbances. While traditional transient stablity analysis replies on the time domain simulations can not be quickly adapted to the…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Zijian Lv , Xin Chen , Zijian Feng

In this paper we study sharp thresholds for detecting sparse signals in $\beta$-models for potentially sparse random graphs. The results demonstrate interesting interplay between graph sparsity, signal sparsity, and signal strength. In…

Statistics Theory · Mathematics 2017-05-30 Rajarshi Mukherjee , Sumit Mukherjee , Subhabrata Sen

A multivariate dispersion control chart monitors changes in the process variability of multiple correlated quality characteristics. In this article, we investigate and compare the performance of charts designed to monitor variability based…

Methodology · Statistics 2019-06-20 Jimoh Olawale Ajadi , Inez Maria Zwetsloot

Understanding and predicting pedestrian crossing behavioral intention is crucial for the driving safety of autonomous vehicles. Nonetheless, challenges emerge when using promising images or environmental context masks to extract various…

Computer Vision and Pattern Recognition · Computer Science 2025-05-13 Chen Xie , Ciyun Lin , Xiaoyu Zheng , Bowen Gong , Antonio M. López

Monitoring a process over time is so important in manufacturing processes to reduce the waste of money and time. Some charts as Shewhart, CUSUM, and EWMA are common to monitor a process with a single intended attribute which is used in…

Monitoring time-between-events (TBE) data, where the goal is to track the time between consecutive events, has important applications across various fields. Many existing schemes for monitoring multivariate TBE data suffer from inherent…

Methodology · Statistics 2025-09-03 Gokul Parakulum , Jun Li