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We present a real-time multivariate anomaly detection algorithm for data streams based on the Probabilistic Exponentially Weighted Moving Average (PEWMA). Our formulation is resilient to (abrupt transient, abrupt distributional, and gradual…

Artificial Intelligence · Computer Science 2022-09-27 Kenneth Odoh

In this paper we study the data exchange problem where a set of users is interested in gaining access to a common file, but where each has only partial knowledge about it as side-information. Assuming that the file is broken into packets,…

Information Theory · Computer Science 2015-02-24 Nebojsa Milosavljevic , Sameer Pawar , Salim El Rouayheb , Michael Gastpar , Kannan Ramchandran

Anomaly detection is the process of identifying abnormal instances or events in data sets which deviate from the norm significantly. In this study, we propose a signatures based machine learning algorithm to detect rare or unexpected items…

Computational Finance · Quantitative Finance 2022-02-09 Erdinc Akyildirim , Matteo Gambara , Josef Teichmann , Syang Zhou

We study problems with stochastic uncertainty information on intervals for which the precise value can be queried by paying a cost. The goal is to devise an adaptive decision tree to find a correct solution to the problem in consideration…

Data Structures and Algorithms · Computer Science 2021-09-27 Steven Chaplick , Magnús M. Halldórsson , Murilo S. de Lima , Tigran Tonoyan

Anomalies represent deviations from the intended system operation and can lead to decreased efficiency as well as partial or complete system failure. As the causes of anomalies are often unknown due to complex system dynamics, efficient…

Machine Learning · Computer Science 2021-08-31 Benjamin Lindemann , Benjamin Maschler , Nada Sahlab , Michael Weyrich

The spread of a resource-constrained Internet of Things (IoT) environment and embedded devices has put pressure on the real-time detection of anomalies occurring at the edge. This survey presents an overview of machine-learning methods…

Machine Learning · Computer Science 2025-12-23 Abdelmadjid Benmachiche , Khadija Rais , Hamda Slimi

This paper explores anomaly detection through temporal network analysis. Unlike many conventional methods, relying on rule-based algorithms or general machine learning approaches, our methodology leverages the evolving structure and…

Anomaly detection is a longstanding and active research area that has many applications in domains such as finance, security, and manufacturing. However, the efficiency and performance of anomaly detection algorithms are challenged by the…

Machine Learning · Computer Science 2025-04-16 Yang Cao , Haolong Xiang , Hang Zhang , Ye Zhu , Kai Ming Ting

We consider the problem of detecting a few targets among a large number of hierarchical data streams. The data streams are modeled as random processes with unknown and potentially heavy-tailed distributions. The objective is an active…

Machine Learning · Computer Science 2017-09-13 Sattar Vakili , Qing Zhao , Chang Liu , Chen-Nee Chuah

Finding anomalous subsequence in a long time series is a very important but difficult problem. Existing state-of-the-art methods have been focusing on searching for the subsequence that is the most dissimilar to the rest of the…

Machine Learning · Computer Science 2020-02-18 Li Zhang , Yifeng Gao , Jessica Lin

In many sequential decision making applications, the change of decision would bring an additional cost, such as the wear-and-tear cost associated with changing server status. To control the switching cost, we introduce the problem of online…

Machine Learning · Computer Science 2021-03-23 Guanghui Wang , Yuanyu Wan , Tianbao Yang , Lijun Zhang

Generating random bit streams is required in various applications, most notably cyber-security. Ensuring high-quality and robust randomness is crucial to mitigate risks associated with predictability and system compromise. True random…

Cryptography and Security · Computer Science 2026-01-27 Cesare Gerolimetto Fabrello , Valeria Rossi , Kamil Witek , Alberto Trombetta , Massimo Caccia

Web refresh crawling is the problem of keeping a cache of web pages fresh, that is, having the most recent copy available when a page is requested, given a limited bandwidth available to the crawler. Under the assumption that the change and…

We formulate and study a fundamental search and detection problem, Schedule Optimization, motivated by a variety of real-world applications, ranging from monitoring content changes on the web, social networks, and user activities to…

Data Structures and Algorithms · Computer Science 2015-09-11 Ahmad Mahmoody , Evgenios M. Kornaropoulos , Eli Upfal

In the semi-streaming model, an algorithm must process any $n$-vertex graph by making one or few passes over a stream of its edges, use $O(n \cdot \text{polylog }n)$ words of space, and at the end of the last pass, output a solution to the…

Data Structures and Algorithms · Computer Science 2025-10-23 Sepehr Assadi , Gary Hoppenworth , Janani Sundaresan

Anomaly detection systems need to consider a lot of information when scanning for anomalies. One example is the context of the process in which an anomaly might occur, because anomalies for one process might not be anomalies for a different…

Machine Learning · Computer Science 2021-01-18 Sebastian Eresheim , Lukas Daniel Klausner , Patrick Kochberger

Sensor systems are constrained by design and finding top sensor channel(s) for a given computational task is an important but hard problem. We define an optimization framework and mathematically formulate the minimum-cost channel selection…

Networking and Internet Architecture · Computer Science 2024-02-05 Ramesh Kumar Sah , Hassan Ghasemzadeh

The nodes' interconnections on a social network often reflect their dependencies and information-sharing behaviors. Nevertheless, abnormal nodes, which significantly deviate from most of the network concerning patterns or behaviors, can…

Multiagent Systems · Computer Science 2025-08-28 Xiaotong Cheng , Setareh Maghsudi

Fault detection is a key challenge in the management of complex systems. In the context of SparkCognition's efforts towards predictive maintenance in large scale industrial systems, this problem is often framed in terms of anomaly detection…

Machine Learning · Computer Science 2024-05-29 Elad Liebman

The distributed optimization problem has become increasingly relevant recently. It has a lot of advantages such as processing a large amount of data in less time compared to non-distributed methods. However, most distributed approaches…

Optimization and Control · Mathematics 2024-03-27 Daniil Medyakov , Gleb Molodtsov , Aleksandr Beznosikov , Alexander Gasnikov
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