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We consider the challenge of efficiently detecting changes within a network of sensors, where we also need to minimise communication between sensors and the cloud. We propose an online, communication-efficient method to detect such changes.…

Methodology · Statistics 2024-04-11 Ziyang Yang , Idris A. Eckley , Paul Fearnhead

An important task in network analysis is the detection of anomalous events in a network time series. These events could merely be times of interest in the network timeline or they could be examples of malicious activity or network…

Machine Learning · Computer Science 2016-08-03 Timothy La Fond , Jennifer Neville , Brian Gallagher

To ensure reliability and service availability, next-generation networks are expected to rely on automated anomaly detection systems powered by advanced machine learning methods with the capability of handling multi-dimensional data. Such…

Machine Learning · Computer Science 2026-01-07 Mahsa Raeiszadeh , Amin Ebrahimzadeh , Roch H. Glitho , Johan Eker , Raquel A. F. Mini

We compute the integral of a function or the expectation of a random variable with minimal cost and use, for our new algorithm and for upper bounds of the complexity, i.i.d. samples. Under certain assumptions it is possible to select a…

Numerical Analysis · Mathematics 2018-10-24 Robert J. Kunsch , Erich Novak , Daniel Rudolf

Timely detection of abrupt anomalies is crucial for real-time monitoring and security of modern systems producing high-dimensional data. With this goal, we propose effective and scalable algorithms. Proposed algorithms are nonparametric as…

Machine Learning · Computer Science 2020-02-19 Mehmet Necip Kurt , Yasin Yilmaz , Xiaodong Wang

A central problem in data streams is to characterize which functions of an underlying frequency vector can be approximated efficiently. Recently there has been considerable effort in extending this problem to that of estimating functions of…

Data Structures and Algorithms · Computer Science 2018-10-25 Vladimir Braverman , Stephen R. Chestnut , Robert Krauthgamer , Yi Li , David P. Woodruff , Lin F. Yang

We design a new adaptive learning algorithm for misclassification cost problems that attempt to reduce the cost of misclassified instances derived from the consequences of various errors. Our algorithm (adaptive cost sensitive learning -…

Machine Learning · Computer Science 2021-11-16 Ohad Volk , Gonen Singer

Distributed signal processing has attracted widespread attention in the scientific community due to its several advantages over centralized approaches. Recently, graph signal processing has risen to prominence, and adaptive distributed…

Signal Processing · Electrical Eng. & Systems 2020-08-07 Daniel G. Tiglea , Renato Candido , Magno T. M. Silva

The branching algorithm is a fundamental technique for designing fast exponential-time algorithms to solve combinatorial optimization problems exactly. It divides the entire solution space into independent search branches using…

Optimization and Control · Mathematics 2024-12-11 Xuan-Zhao Gao , Yi-Jia Wang , Pan Zhang , Jin-Guo Liu

The problem of handling adaptivity in data analysis, intentional or not, permeates a variety of fields, including test-set overfitting in ML challenges and the accumulation of invalid scientific discoveries. We propose a mechanism for…

Machine Learning · Computer Science 2019-04-03 Blake Woodworth , Vitaly Feldman , Saharon Rosset , Nathan Srebro

Algorithms are developed for the quickest detection of a change in statistically periodic processes. These are processes in which the statistical properties are nonstationary but repeat after a fixed time interval. It is assumed that the…

Methodology · Statistics 2023-03-07 Yousef Oleyaeimotlagh , Taposh Banerjee , Ahmad Taha , Eugene John

This paper considers the problem of computing the schedule of modes in a switched dynamical system, that minimizes a cost functional defined on the trajectory of the system's continuous state variable. A recent approach to such optimal…

Systems and Control · Computer Science 2011-07-18 Yorai Wardi , Magnus Egerstedt

In this paper we extend the Shiryaev's quickest change detection formulation by also accounting for the cost of observations used before the change point. The observation cost is captured through the average number of observations used in…

Statistics Theory · Mathematics 2011-11-23 Taposh Banerjee , Venugopal V. Veeravalli

In this paper we propose a novel approach to identify anomalies in DNS traffic. The traffic time-points data is transformed to a string, which is used by new fast appproximate string matching algorithm to detect anomalies. Our approach is…

Cryptography and Security · Computer Science 2019-05-24 Roni Mateless , Michael Segal

While there has been a lot of work on finding frequent itemsets in transaction data streams, none of these solve the problem of finding similar pairs according to standard similarity measures. This paper is a first attempt at dealing with…

Data Structures and Algorithms · Computer Science 2010-10-13 Andrea Campagna , Rasmus Pagh

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

Given a stream of graph edges from a dynamic graph, how can we assign anomaly scores to edges and subgraphs in an online manner, for the purpose of detecting unusual behavior, using constant time and memory? For example, in intrusion…

Data Structures and Algorithms · Computer Science 2023-07-18 Siddharth Bhatia , Mohit Wadhwa , Kenji Kawaguchi , Neil Shah , Philip S. Yu , Bryan Hooi

We consider systems that require timely monitoring of sources over a communication network, where the cost of delayed information is unknown, time-varying and possibly adversarial. For the single source monitoring problem, we design…

Networking and Internet Architecture · Computer Science 2021-05-31 Vishrant Tripathi , Eytan Modiano

The sophistication and diversity of contemporary cyberattacks have rendered the use of proxies, gateways, firewalls, and encrypted tunnels as a standalone defensive strategy inadequate. Consequently, the proactive identification of data…

Machine Learning · Computer Science 2024-09-24 Liyang Wang , Yu Cheng , Hao Gong , Jiacheng Hu , Xirui Tang , Iris Li

This paper investigates an expected average error for distributed averaging problems under asynchronous updates. The asynchronism in this context implies no existence of a global clock as well as random characteristics in communication…

Systems and Control · Electrical Eng. & Systems 2020-06-04 Kooktae Lee