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We consider the offline change point detection and localization problem in the context of piecewise stationary networks, where the observable is a finite sequence of networks. We develop algorithms involving some suitably modified CUSUM…

In this paper, we develop a new change detection algorithm for detecting a change in the Markov kernel over a metric space in which the post-change kernel is unknown. Under the assumption that the pre- and post-change Markov kernel is…

Systems and Control · Electrical Eng. & Systems 2024-03-28 Hao Chen , Jiacheng Tang , Abhishek Gupta

From a sequence of similarity networks, with edges representing certain similarity measures between nodes, we are interested in detecting a change-point which changes the statistical property of the networks. After the change, a subset of…

Statistics Theory · Mathematics 2016-12-06 Shanshan Cao , Yao Xie

Many control and detection applications require real-time analysis of signals from sensors, in order to quickly and accurately act upon events revealed by the sensors. Such signal analysis benefits from statistical models of signal and…

Change-point detection and estimation procedures have been widely developed in the literature. However, commonly used approaches in change-point analysis have mainly been focusing on detecting change-points within an entire time series…

Methodology · Statistics 2024-05-27 Chak Fung Choi , Chunxue Li , Chun Yip Yau , Zifeng Zhao

The problem of quickest detection of a change in distribution is considered under the assumption that the pre-change distribution is known, and the post-change distribution is only known to belong to a family of distributions…

Applications · Statistics 2019-01-30 Tze Siong Lau , Wee Peng Tay , Venugopal V. Veeravalli

This paper considers the change-point problem for finite sequences of networks. To avoid the difficulty of computing the normalization coefficient, such as in Exponential random graphical models (ERGMs) and Markov networks, we construct a…

Statistics Theory · Mathematics 2021-01-19 Lei Qiao , Dong Han

This paper describes a novel approach to change-point detection when the observed high-dimensional data may have missing elements. The performance of classical methods for change-point detection typically scales poorly with the…

Machine Learning · Statistics 2015-06-11 Yao Xie , Jiaji Huang , Rebecca Willett

This paper proposes a new minimum description length procedure to detect multiple changepoints in time series data when some times are a priori thought more likely to be changepoints. This scenario arises with temperature time series…

Methodology · Statistics 2019-05-14 Yingbo Li , Robert Lund , Anuradha Hewaarachchi

The advent of quantum computers has justified the development of quantum machine learning algorithms , based on the adaptation of the principles of machine learning to the formalism of qubits. Among such quantum algorithms, anomaly…

Quantum Physics · Physics 2025-03-04 Sebastiano Corli , Lorenzo Moro , Daniele Dragoni , Massimiliano Dispenza , Enrico Prati

This work considers the problem of quickest detection of signals in a coupled system of $N$ sensors, which receive continuous sequential observations from the environment. It is assumed that the signals, which are modeled by general It\^{o}…

Optimization and Control · Mathematics 2016-03-11 Hongzhong Zhang , Olympia Hadjiliadis , Tobias Schäfer , H. Vincent Poor

This paper addresses the problem of quickest change detection (QCD) at two spatially separated locations monitored by a single unmanned aerial vehicle (UAV) equipped with a sensor. At any location, the UAV observes i.i.d. data sequentially…

Signal Processing · Electrical Eng. & Systems 2025-04-11 Saqib Abbas , Anurag Kumar , Arpan Chattopadhyay

Detecting machine failures promptly is of utmost importance in industry for maintaining efficiency and minimizing downtime. This paper introduces a failure detection algorithm based on quantum computing and a statistical change-point…

Quantum Physics · Physics 2026-01-23 Larry Bowden , Qi Chu , Bernard Cena , Kentaro Ohno , Bob Parney , Deepak Sharma , Mitsuharu Takeori

In the problem of quickest change detection, a change occurs at some unknown time in the distribution of a sequence of random vectors that are monitored in real time, and the goal is to detect this change as quickly as possible subject to a…

Information Theory · Computer Science 2023-10-27 Venugopal V. Veeravalli , Georgios Fellouris , George V. Moustakides

The problem of identifying change points in high-dimensional Gaussian graphical models (GGMs) in an online fashion is of interest, due to new applications in biology, economics and social sciences. The offline version of the problem, where…

Statistics Theory · Mathematics 2020-03-18 Hossein Keshavarz , George Michailidis

A pivotal task in quantum metrology, and quantum parameter estimation in general, is to de- sign schemes that achieve the highest precision with given resources. Standard models of quantum metrology usually assume the dynamics is fixed, the…

Quantum Physics · Physics 2017-07-18 Jing Liu , Haidong Yuan

We introduce a framework for online changepoint detection and simultaneous model learning which is applicable to highly parametrized models, such as deep neural networks. It is based on detecting changepoints across time by sequentially…

Machine Learning · Computer Science 2020-10-08 Michalis K. Titsias , Jakub Sygnowski , Yutian Chen

The problem of quickest change detection with communication rate constraints is studied. A network of wireless sensors with limited computation capability monitors the environment and sends observations to a fusion center via wireless…

Systems and Control · Computer Science 2016-09-06 Xiaoqiang Ren , Karl H. Johansson , Dawei Shi , Ling Shi

Quickest change detection (QCD) is a fundamental problem in many applications. Given a sequence of measurements that exhibits two different distributions around a certain flipping point, the goal is to detect the change in distribution…

Information Theory · Computer Science 2020-01-23 Ahmed Badawy , Ahmed El Shafie , Tamer Khattab

Modern quantum devices require high-precision Hamiltonian dynamics, but environmental noise can cause calibrated Hamiltonian parameters to drift over time, necessitating expensive recalibration. Detecting when recalibration is needed is…

Quantum Physics · Physics 2026-03-30 Steven T. Flammia , Dmitrii Khitrin , Muzhou Ma , Jamie Sikora , Yu Tong , Alice Zheng