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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…

We study the parametric online changepoint detection problem, where the underlying distribution of the streaming data changes from a known distribution to an alternative that is of a known parametric form but with unknown parameters. We…

Statistics Theory · Mathematics 2023-05-22 Liyan Xie , George V. Moustakides , Yao Xie

We analyze the fundamental resolution of incoherent optical point sources from the perspective of a quantum detection problem: deciding whether the optical field on the image plane is generated by one source or two weaker sources with…

Quantum Physics · Physics 2019-11-07 Xiao-Ming Lu , Ranjith Nair , Mankei Tsang

We propose a quickest change detection problem over sensor networks where both the subset of sensors undergoing a change and the local post-change distributions are unknown. Each sensor in the network observes a local discrete time random…

Signal Processing · Electrical Eng. & Systems 2021-02-11 Deniz Sargun , C. Emre Koksal

A finite-horizon variant of the quickest change detection (QCD) problem that is of relevance to learning in non-stationary environments is studied. The metric characterizing false alarms is the probability of a false alarm occurring before…

Information Theory · Computer Science 2025-11-18 Yu-Han Huang , Venugopal V. Veeravalli

Change detection is one of the most challenging issues when analyzing remotely sensed images. Comparing several multi-date images acquired through the same kind of sensor is the most common scenario. Conversely, designing robust, flexible…

Computer Vision and Pattern Recognition · Computer Science 2016-09-21 Vinicius Ferraris , Nicolas Dobigeon , Qi Wei , Marie Chabert

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

In the classical quickest change detection problem, an observer performs a single experiment to monitor a stochastic process. The goal in the classical problem is to detect a change in the statistical properties of the process, with the…

Signal Processing · Electrical Eng. & Systems 2025-10-08 Patrick Vincent N. Lubenia , Taposh Banerjee

Detecting objects seamlessly blended into their surroundings represents a complex task for both human cognitive capabilities and advanced artificial intelligence algorithms. Currently, the majority of methodologies for detecting camouflaged…

Computer Vision and Pattern Recognition · Computer Science 2024-07-19 Jianwei Zhao , Xin Li , Fan Yang , Qiang Zhai , Ao Luo , Zicheng Jiao , Hong Cheng

We study the problem of covert quickest change detection in a discrete-time setting, where a sequence of observations undergoes a distributional change at an unknown time. Unlike classical formulations, we consider a covert adversary who…

Information Theory · Computer Science 2026-02-18 Amir Reza Ramtin , Philippe Nain , Don Towsley

Consider a large number of detectors each generating a data stream. The task is to detect online, distribution changes in a small fraction of the data streams. Previous approaches to this problem include the use of mixture likelihood ratios…

Statistics Theory · Mathematics 2016-01-20 Hock Peng Chan

Classical quickest change detection algorithms require modeling pre-change and post-change distributions. Such an approach may not be feasible for various machine learning models because of the complexity of computing the explicit…

Machine Learning · Statistics 2023-02-02 Suya Wu , Enmao Diao , Taposh Banerjee , Jie Ding , Vahid Tarokh

Most studies in real time change-point detection either focus on the linear model or use the CUSUM method under classical assumptions on model errors. This paper considers the sequential change-point detection in a nonlinear quantile model.…

Statistics Theory · Mathematics 2016-05-03 Gabriela Ciuperca

A finite horizon variant of the quickest change detection problem is studied, in which the goal is to minimize a delay threshold (latency), under constraints on the probability of false alarm and the probability that the latency is…

Data Structures and Algorithms · Computer Science 2024-09-20 Yu-Han Huang , Venugopal V. Veeravalli

I propose a spatial-mode demultiplexing (SPADE) measurement scheme for the far-field imaging of spatially incoherent optical sources. For any object too small to be resolved by direct imaging under the diffraction limit, I show that SPADE…

Optics · Physics 2017-03-01 Mankei Tsang

We develop new efficient online algorithms for detecting transient sparse signals in TEM video sequences, by adopting the recently developed framework for sequential detection jointly with online convex optimization [1]. We cast the problem…

Applications · Statistics 2017-11-01 Y. Cao , S. Zhu , Y. Xie , J. Key , J. Kacher , R. R. Unocic , C. M. Rouleau

For more than a century, the diffraction limit has defined the resolution achievable by passive optical imaging systems. Although some resolution improvement can be gained through classical data processing of the image, it is limited by the…

Quantum Physics · Physics 2026-05-12 A. I. Lvovsky , Michael R. Grace , Saikat Guha , Mankei Tsang , Gerardo Adesso , Nicolas Treps

Multivariate time series may be subject to partial structural changes over certain frequency band, for instance, in neuroscience. We study the change point detection problem with high dimensional time series, within the framework of…

Methodology · Statistics 2024-05-31 Xinyu Zhang , Kung-Sik Chan

In the present paper we address the real-time detection problem of a change-point in the coefficients of a linear model with the possibility that the model errors are asymmetrical and that the explanatory variables number is large. We build…

Methodology · Statistics 2020-07-31 Gabriela Ciuperca

In a previous paper [M. Tsang, Phys. Rev. A 99, 012305 (2019)], I proposed a quantum limit to the estimation of object moments in subdiffraction incoherent optical imaging. In this sequel, I prove the quantum limit rigorously by…

Quantum Physics · Physics 2021-11-12 Mankei Tsang