Related papers: Joint Sequential Detection and Isolation for Depen…
The independence clustering problem is considered in the following formulation: given a set $S$ of random variables, it is required to find the finest partitioning $\{U_1,\dots,U_k\}$ of $S$ into clusters such that the clusters…
In this article, we consider the problem of testing the independence between two random variables. Our primary objective is to develop tests that are highly effective at detecting associations arising from explicit or implicit functional…
We provide an overview of the state-of-the-art in the area of sequential change-point detection assuming discrete time and known pre- and post-change distributions. The overview spans over all major formulations of the underlying…
In this paper, we address the problem of detecting the moment when an ongoing asynchronous parallel iterative process can be terminated to provide a sufficiently precise solution to a fixed-point problem being solved. Formulating the…
We examine the extent to which sublinear-sample property testing and estimation apply to settings where samples are independently but not identically distributed. Specifically, we consider the following distributional property testing…
We introduce an independence criterion based on entropy regularized optimal transport. Our criterion can be used to test for independence between two samples. We establish non-asymptotic bounds for our test statistic and study its…
This paper presents and analyzes an approach to cluster-based inference for dependent data. The primary setting considered here is with spatially indexed data in which the dependence structure of observed random variables is characterized…
Strategic test allocation plays a major role in the control of both emerging and existing pandemics (e.g., COVID-19, HIV). Widespread testing supports effective epidemic control by (1) reducing transmission via identifying cases, and (2)…
Consider a sensor network made of remote nodes connected to a common fusion center. In a recent work Blum and Sadler [1] propose the idea of ordered transmissions -sensors with more informative samples deliver their messages first- and…
A generalized multisensor sequential change detection problem is considered, in which a number of (possibly correlated) sensors monitor an environment in real time, the joint distribution of their observations is determined by a global…
We introduce a methodology, labelled Non-Parametric Isolate-Detect (NPID), for the consistent estimation of the number and locations of multiple change-points in a non-parametric setting. The method can handle general distributional changes…
This paper deals with the problem of designing a distributed fault detection and isolation algorithm for nonlinear large-scale systems that are subjected to multiple fault modes. To solve this problem, a network of communicating detection…
We consider the problem of decentralized hypothesis testing under communication constraints in a topology where several peripheral nodes are arranged in tandem. Each node receives an observation and transmits a message to its successor, and…
In this paper, our interest is in the problem of simultaneous hypothesis testing when the test statistics corresponding to the individual hypotheses are possibly correlated. Specifically, we consider the case when the test statistics…
We propose new concepts in order to analyze and model the dependence structure between two time series. Our methods rely exclusively on the order structure of the data points. Hence, the methods are stable under monotone transformations of…
We investigate asymptotically optimal multiple testing procedures for streams of sequential data in the context of prior information on the number of false null hypotheses ("signals"). We show that the "gap" and "gap-intersection"…
Big data streams are possibly one of the most essential underlying notions. However, data streams are often challenging to handle owing to their rapid pace and limited information lifetime. It is difficult to collect and communicate stream…
The problem of decentralized sequential change detection is considered, where an abrupt change occurs in an area monitored by a number of sensors; the sensors transmit their data to a fusion center, subject to bandwidth and energy…
This paper is concerned with the detection of multiple change-points in the joint distribution of independent categorical variables. The procedures introduced rely on model selection and are based on a penalized least-squares criterion.…
We investigate the problems of identity and closeness testing over a discrete population from random samples. Our goal is to develop efficient testers while guaranteeing Differential Privacy to the individuals of the population. We describe…