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We study the problem of online network change point detection. In this setting, a collection of independent Bernoulli networks is collected sequentially, and the underlying distributions change when a change point occurs. The goal is to…

Statistics Theory · Mathematics 2021-01-15 Yi Yu , Oscar Hernan Madrid Padilla , Daren Wang , Alessandro Rinaldo

The problem of sequentially maximizing the expectation of a function seeks to maximize the expected value of a function of interest without having direct control on its features. Instead, the distribution of such features depends on a given…

Machine Learning · Statistics 2022-10-26 Diego Martinez-Taboada , Dino Sejdinovic

Change point detection in high dimensional data has found considerable interest in recent years. Most of the literature either designs methodology for a retrospective analysis, where the whole sample is already available when the…

Statistics Theory · Mathematics 2020-12-16 Josua Gösmann , Christina Stoehr , Johannes Heiny , Holger Dette

We address the problem of quickest change detection in Markov processes with unknown transition kernels. The key idea is to learn the conditional score $\nabla_{\mathbf{y}} \log p(\mathbf{y}|\mathbf{x})$ directly from sample pairs $(…

Machine Learning · Computer Science 2025-11-07 Wuxia Chen , Taposh Banerjee , Vahid Tarokh

In this paper, we consider a non-Bayesian sequential change detection based on the Cumulative Sum (CUSUM) algorithm employed by an energy harvesting sensor where the distributions before and after the change are assumed to be known. In a…

Applications · Statistics 2020-01-15 Subhrakanti Dey

In this paper, we investigate the role of a physical watermarking signal in quickest detection of a deception attack in a scalar linear control system where the sensor measurements can be replaced by an arbitrary stationary signal generated…

Optimization and Control · Mathematics 2018-03-02 Somayeh Salimi , Subhrakanti Dey , Anders Ahlen

The paper addresses a joint sequential changepoint detection and identification/isolation problem for a general stochastic model, assuming that the observed data may be dependent and non-identically distributed, the prior distribution of…

Statistics Theory · Mathematics 2021-03-04 Alexander G. Tartakovsky

We consider a sequential problem in decentralized detection. Two observers can make repeated noisy observations of a binary hypothesis on the state of the environment. At any time, any of the two observers can stop and send a final message…

Optimization and Control · Mathematics 2015-03-17 Ashutosh Nayyar , Demosthenis Teneketzis

Recent attention in quickest change detection in the multi-sensor setting has been on the case where the densities of the observations change at the same instant at all the sensors due to the disruption. In this work, a more general…

Information Theory · Computer Science 2016-11-18 Vasanthan Raghavan , Venugopal V. Veeravalli

The problem of decentralized sequential detection with conditionally independent observations is studied. The sensors form a star topology with a central node called fusion center as the hub. The sensors make noisy observations of a…

Information Theory · Computer Science 2008-12-29 Leena Zacharias , Rajesh Sundaresan

We register a stochastic sequence affected by one disorder. Monitoring of the sequence is made in the circumstances when not full information about distributions before and after the change is available. The initial problem of disorder…

Probability · Mathematics 2020-11-17 Wojciech Sarnowski , Krzysztof Szajowski

Many industrial and security applications employ a suite of sensors for detecting abrupt changes in temporal behavior patterns. These abrupt changes typically manifest locally, rendering only a small subset of sensors informative.…

Machine Learning · Computer Science 2023-06-14 Aditya Gopalan , Venkatesh Saligrama , Braghadeesh Lakshminarayanan

Recent advances in object detectors have led to their adoption for industrial uses. However, their deployment in safety-critical applications is hindered by the inherent lack of reliability of neural networks and the complex structure of…

Machine Learning · Statistics 2025-11-03 Léo andéol , Luca Mossina , Adrien Mazoyer , Sébastien Gerchinovitz

Changes, planned or unexpected, are common during the execution of real-life processes. Detecting these changes is a must for optimizing the performance of organizations running such processes. Most of the algorithms present in the…

Artificial Intelligence · Computer Science 2025-10-28 Victor Gallego-Fontenla , Juan C. Vidal , Manuel Lama

Scene change detection is an image processing problem related to partitioning pixels of a digital image into foreground and background regions. Mostly, visual knowledge-based computer intelligent systems, like traffic monitoring, video…

Computer Vision and Pattern Recognition · Computer Science 2022-12-21 Daniel F. S. Santos , Rafael G. Pires , Danilo Colombo , João P. Papa

We address the problem of detection and estimation of one or two change-points in the mean of a series of random variables. We use the formalism of set estimation in regression: To each point of a design is attached a binary label that…

Statistics Theory · Mathematics 2018-09-07 Victor-Emmanuel Brunel

We consider offline detection of a single changepoint in binary and count time-series. We compare exact tests based on the cumulative sum (CUSUM) and the likelihood ratio (LR) statistics, and a new proposal that combines exact two-sample…

Methodology · Statistics 2020-08-21 Shyamal K. De , Soumendu Sundar Mukherjee

We consider the problem of detecting (testing) Gaussian stochastic sequences (signals) with imprecisely known means and covariance matrices. The alternative is independent identically distributed zero-mean Gaussian random variables with…

Information Theory · Computer Science 2023-02-28 Marat V. Burnashev

We consider a small extent sensor network for event detection, in which nodes take samples periodically and then contend over a {\em random access network} to transmit their measurement packets to the fusion center. We consider two…

Networking and Internet Architecture · Computer Science 2016-11-18 Premkumar Karumbu , Venkata K. Prasanthi M. , Anurag Kumar

Change point detection (CPD) aims to locate abrupt property changes in time series data. Recent CPD methods demonstrated the potential of using deep learning techniques, but often lack the ability to identify more subtle changes in the…

Machine Learning · Computer Science 2021-07-21 Tim De Ryck , Maarten De Vos , Alexander Bertrand