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This paper develops change-point methods for the spectrum of a locally stationary time series. We focus on series with a bounded spectral density that change smoothly under the null hypothesis but exhibits change-points or becomes less…

Statistics Theory · Mathematics 2024-08-08 Alessandro Casini , Pierre Perron

While anomaly detection in time series has been an active area of research for several years, most recent approaches employ an inadequate evaluation criterion leading to an inflated F1 score. We show that a rudimentary Random Guess method…

Machine Learning · Computer Science 2022-03-11 Keval Doshi , Shatha Abudalou , Yasin Yilmaz

The HDoutliers algorithm is a powerful unsupervised algorithm for detecting anomalies in high-dimensional data, with a strong theoretical foundation. However, it suffers from some limitations that significantly hinder its performance level,…

Machine Learning · Statistics 2019-08-13 Priyanga Dilini Talagala , Rob J. Hyndman , Kate Smith-Miles

Many problems on data streams have been studied at two extremes of difficulty: either allowing randomized algorithms, in the static setting (where they should err with bounded probability on the worst case stream); or when only…

Data Structures and Algorithms · Computer Science 2022-11-11 Manuel Stoeckl

In this paper, we investigate cost-aware joint learning and optimization for multi-channel opportunistic spectrum access in a cognitive radio system. We investigate a discrete time model where the time axis is partitioned into frames. Each…

Networking and Internet Architecture · Computer Science 2018-04-12 Chao Gan , Ruida Zhou , Jing Yang , Cong Shen

We consider the problem of monotone, submodular maximization over a ground set of size $n$ subject to cardinality constraint $k$. For this problem, we introduce the first deterministic algorithms with linear time complexity; these…

Data Structures and Algorithms · Computer Science 2021-03-09 Alan Kuhnle

Often the challenge associated with tasks like fraud and spam detection[1] is the lack of all likely patterns needed to train suitable supervised learning models. In order to overcome this limitation, such tasks are attempted as outlier or…

Machine Learning · Computer Science 2018-08-22 Utkarsh Porwal , Smruthi Mukund

Anomaly detection is an active research topic in many different fields such as intrusion detection, network monitoring, system health monitoring, IoT healthcare, etc. However, many existing anomaly detection approaches require either human…

Machine Learning · Computer Science 2022-12-06 Ming-Chang Lee , Jia-Chun Lin , Ernst Gunnar Gran

We examine the problem of smoothed online optimization, where a decision maker must sequentially choose points in a normed vector space to minimize the sum of per-round, non-convex hitting costs and the costs of switching decisions between…

Machine Learning · Computer Science 2022-10-28 Daan Rutten , Nico Christianson , Debankur Mukherjee , Adam Wierman

Sewer pipe faults, such as leaks and blockages, can lead to severe consequences including groundwater contamination, property damage, and service disruption. Traditional inspection methods rely heavily on the manual review of CCTV footage…

Robotics · Computer Science 2025-07-31 Alex George , Will Shepherd , Simon Tait , Lyudmila Mihaylova , Sean R. Anderson

Observations in data which are significantly different from its neighbouring points but cannot be classified as noise are known as anomalies or outliers. These anomalies are a cause of concern and a timely warning about their presence could…

Applications · Statistics 2020-06-09 Krishnam Kapoor

Smart home IoT systems and devices are susceptible to attacks and malfunctions. As a result, users' concerns about their security and safety issues arise along with the prevalence of smart home deployments. In a smart home, various…

Cryptography and Security · Computer Science 2022-01-21 Chenxu Jiang , Chenglong Fu , Zhenyu Zhao , Xiaojiang Du , Yuede Ji

This paper studies a fundamental algorithmic problem related to the design of demand-aware networks: networks whose topologies adjust toward the traffic patterns they serve, in an online manner. The goal is to strike a tradeoff between the…

Data Structures and Algorithms · Computer Science 2020-04-07 Chen Avin , Kaushik Mondal , Stefan Schmid

This paper considers the real-time detection of anomalies in high-dimensional systems. The goal is to detect anomalies quickly and accurately so that the appropriate countermeasures could be taken in time, before the system possibly gets…

Machine Learning · Computer Science 2020-07-16 Mahsa Mozaffari , Yasin Yilmaz

We provide a framework for the assignment of multiple robots to goal locations, when robot travel times are uncertain. Our premise is that time is the most valuable asset in the system. Hence, we make use of redundant robots to counter the…

Robotics · Computer Science 2019-04-21 Amanda Prorok

This paper proposes a set of novel optimization algorithms for solving a class of convex optimization problems with time-varying streaming cost function. We develop an approach to track the optimal solution with a bounded error. Unlike the…

Optimization and Control · Mathematics 2023-10-13 M. Rostami , H. Moradian , S. S. Kia

Given a hypergraph with uncertain node weights following known probability distributions, we study the problem of querying as few nodes as possible until the identity of a node with minimum weight can be determined for each hyperedge.…

Data Structures and Algorithms · Computer Science 2021-07-02 Evripidis Bampis , Christoph Dürr , Thomas Erlebach , Murilo S. de Lima , Nicole Megow , Jens Schlöter

Analyzing big data in a highly dynamic environment becomes more and more critical because of the increasingly need for end-to-end processing of this data. Modern data flows are quite complex and there are not efficient, cost-based,…

Databases · Computer Science 2015-07-31 Georgia Kougka , Anastasios Gounaris

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,…

Methodology · Statistics 2024-03-26 Anamitra Chaudhuri , Georgios Fellouris , Ali Tajer

The trade-off between the cost of acquiring and processing data, and uncertainty due to a lack of data is fundamental in machine learning. A basic instance of this trade-off is the problem of deciding when to make noisy and costly…

Machine Learning · Statistics 2017-03-30 Christopher R. Dance , Tomi Silander
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