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Detecting abrupt changes in data streams is crucial because they are often triggered by events that have important consequences if left unattended. Quickest change point detection has become a vital sequential analysis primitive that aims…

Quantum Physics · Physics 2023-10-23 Marco Fanizza , Christoph Hirche , John Calsamiglia

We consider the online monitoring of multivariate streaming data for changes that are characterized by an unknown subspace structure manifested in the covariance matrix. In particular, we consider the covariance structure changes from an…

Statistics Theory · Mathematics 2021-04-12 Liyan Xie , Yao Xie , George V. Moustakides

This paper investigates the detection and estimation of a single change in high-dimensional linear models. We derive minimax lower bounds for the detection boundary and the estimation rate, which uncover a phase transition governed by the…

Statistics Theory · Mathematics 2026-02-11 Haeran Cho , Housen Li

Modern information systems generate large volumes of data with anomalies that occur at unknown points in time and have to be detected quickly and reliably with low false alarm rates. The paper develops a general theory of quickest…

Statistics Theory · Mathematics 2023-05-16 Alexander G Tartakovsky , Valentin Spivak

Optimal data detection in massive multiple-input multiple-output (MIMO) systems requires prohibitive computational complexity. A variety of detection algorithms have been proposed in the literature, offering different trade-offs between…

Signal Processing · Electrical Eng. & Systems 2022-05-25 Duy H. N. Nguyen , Italo Atzeni , Antti Tölli , A. Lee Swindlehurst

When applying principal component analysis (PCA) for dimension reduction, the most varying projections are usually used in order to retain most of the information. For the purpose of anomaly and change detection, however, the least varying…

Methodology · Statistics 2019-08-07 Martin Tveten , Ingrid K. Glad

In high mobility applications of millimeter wave (mmWave) communications, e.g., vehicle-to-everything communication and next-generation cellular communication, frequent link configuration can be a source of significant overhead. We use the…

Information Theory · Computer Science 2018-05-01 Anum Ali , Nuria González-Prelcic , Robert W. Heath

The problem of detecting changes with multiple sensors has received significant attention in the literature. In many practical applications such as critical infrastructure monitoring and modeling of disease spread, a useful change…

Information Theory · Computer Science 2019-02-19 Mehmet Necip Kurt , Xiaodong Wang

The quickest change detection problem is considered in the context of monitoring large-scale independent normal distributed data streams with possible changes in some of the means. It is assumed that for each individual local data stream,…

Statistics Theory · Mathematics 2016-03-18 Yuan Wang , Yajun Mei

Channel knowledge map (CKM) is viewed as a digital twin of wireless channels, providing location-specific channel knowledge for environment-aware communications. A fundamental problem in CKM-assisted communications is how to construct the…

Information Theory · Computer Science 2025-12-30 Wenjun Jiang , Xiaojun Yuan , Boyu Teng , Hao Wang , Jing Qian

The problem of quickest detection of a change in the distribution of a sequence of random variables is studied. The objective is to detect the change with the minimum possible delay, subject to constraints on the rate of false alarms and…

Methodology · Statistics 2024-12-31 Yingze Hou , Hoda Bidkhori , Taposh Banerjee

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

Motivated by emerging technologies for energy efficient analog computing and continuous-time processing, this paper proposes continuous-time minimum mean squared error estimation for multiple-input multiple-output (MIMO) systems based on an…

Information Theory · Computer Science 2022-09-05 Ayano Nakai-Kasai , Tadashi Wadayama

This paper considers a multiple-input multiple-output (MIMO) system with low-resolution analog-to-digital converters (ADCs). In this system, the paper presents a new MIMO detection approach using coding theory. The principal idea of the…

Information Theory · Computer Science 2016-10-26 Song-Nam Hong , Yo-Seb Jeon , Namyoon Lee

Anomaly detection in multivariate time series is challenging as heterogeneous subsequence anomalies may occur. Reconstruction-based methods, which focus on learning normal patterns in the frequency domain to detect diverse abnormal…

Machine Learning · Computer Science 2025-05-09 Xingjian Wu , Xiangfei Qiu , Zhengyu Li , Yihang Wang , Jilin Hu , Chenjuan Guo , Hui Xiong , Bin Yang

This paper studies the covariance based activity detection problem in a multi-cell massive multiple-input multiple-output (MIMO) system, where the active devices transmit their signature sequences to multiple base stations (BSs), and the…

Information Theory · Computer Science 2023-05-25 Ziyue Wang , Ya-Feng Liu , Zhaorui Wang , Wei Yu

This work develops techniques for the sequential detection and location estimation of transient changes in the volatility (standard deviation) of time series data. In particular, we introduce a class of change detection algorithms based on…

Systems and Control · Computer Science 2017-12-29 Alireza Ahrabian , Nazli Farajidavar , Clive Cheong-Took , Payam Barnaghi

Online change detection is crucial for mobile robots to efficiently navigate through dynamic environments. Detecting changes in transient settings, such as active construction sites or frequently reconfigured indoor spaces, is particularly…

Robotics · Computer Science 2026-02-10 Seoyeon Jang , Alex Junho Lee , I Made Aswin Nahrendra , Hyun Myung

Dynamic networks consist of a sequence of time-varying networks, and it is of great importance to detect the network change points. Most existing methods focus on detecting abrupt change points, necessitating the assumption that the…

Methodology · Statistics 2023-10-13 Yuzhao Zhang , Jingnan Zhang , Yifan Sun , Junhui Wang

Holographic MIMO (hMIMO) systems with a massive number of individually controlled antennas N make minimum mean square error (MMSE) channel estimation particularly challenging, due to its computational complexity that scales as $N^3$ . This…

Information Theory · Computer Science 2023-12-19 Antonio Alberto D'Amico , Giacomo Bacci , Luca Sanguinetti