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In sequential change detection, existing performance measures differ significantly in the way they treat the time of change. By modeling this quantity as a random time, we introduce a general framework capable of capturing and better…

Statistics Theory · Mathematics 2008-12-18 George V. Moustakides

The inverse source problem where an unknown source is to be identified from the knowledge of its radiated wave is studied. The focus is placed on the effect that multi-frequency data has on establishing uniqueness. In particular, it is…

Analysis of PDEs · Mathematics 2014-01-03 Sebastian Acosta , Sum Chow , James Taylor , Vianey Villamizar

In this paper we consider the problem of estimating quantiles when data are received sequentially (data stream). For real life data streams, the distribution of the data typically varies with time making estimation of quantiles challenging.…

Methodology · Statistics 2017-02-02 Hugo Lewi Hammer , Anis Yazidi , Håvard Rue

Existing monitoring tools for multivariate data are often asymptotically distribution-free, computationally intensive, or require a large stretch of stable data. Many of these methods are not applicable to 'high dimension, low sample size'…

Methodology · Statistics 2023-05-12 Niladri Chakraborty , Chun Fai Lui , Ahmed Maged

We study the version age of information in a multi-hop multi-cast cache-enabled network, where updates at the source are marked with incrementing version numbers, and the inter-update times on the links are not necessarily exponentially…

Information Theory · Computer Science 2023-04-05 Priyanka Kaswan , Sennur Ulukus

Locating the source that triggers a dynamical process is a fundamental but challenging problem in complex networks, ranging from epidemic spreading in society and on the Internet to cancer metastasis in the human body. An accurate…

Physics and Society · Physics 2016-11-15 Zhesi Shen , Shinan Cao , Wen-Xu Wang , Zengru Di , H. Eugene Stanley

Most research designing novel predictive models, or employing existing ones, assumes that training and testing data are independent and identically distributed. In practice, the data encountered at serving time often deviate from the…

Machine Learning · Computer Science 2026-03-30 Hanyu Duan , Yi Yang , Ahmed Abbasi , Kar Yan Tam

Recent control trends are increasingly relying on communication networks and wireless channels to close the loop for Internet-of-Things applications. Traditionally these approaches are model-based, i.e., assuming a network or channel model…

Systems and Control · Electrical Eng. & Systems 2019-11-11 Konstantinos Gatsis , George J. Pappas

We propose an online detection procedure for cascading failures in the network from sequential data, which can be modeled as multiple correlated change-points happening during a short period. We consider a temporal diffusion network model…

Other Statistics · Statistics 2021-02-09 Rui Zhang , Yao Xie , Rui Yao , Feng Qiu

Cooperative spectrum sensing is a robust strategy that enhances the detection probability of primary licensed users. However, a large number of detectors reporting to a fusion center for a final decision causes significant delay and also…

Information Theory · Computer Science 2015-05-28 Laila Hesham , Ahmed Sultan , Mohammed Nafie

Concept drift detection has attracted considerable attention due to its importance in many real-world applications such as health monitoring and fault diagnosis. Conventionally, most advanced approaches will be of poor performance when the…

Machine Learning · Computer Science 2023-03-31 Songqiao Hu , Zeyi Liu , Xiao He

In this paper we propose a new approach for sequential monitoring of a parameter of a $d$-dimensional time series, which can be estimated by approximately linear functionals of the empirical distribution function. We consider a…

Statistics Theory · Mathematics 2018-11-26 Holger Dette , Josua Gösmann

In random-access communication systems, the number of active users varies with time, and has considerable bearing on receiver's performance. Thus, techniques aimed at identifying not only the information transmitted, but also that number,…

Information Theory · Computer Science 2016-11-17 Ezio Biglieri , Marco Lops

This article is devoted to the detection of parameters in anomalous diffusion from a single passive measurement. More precisely, we consider the simultaneous identification of coefficients as well as a time-dependent source term appearing…

Analysis of PDEs · Mathematics 2026-03-10 Maolin Deng , Ali Feizmohammadi , Bangti Jin , Yavar Kian

We consider a collection of independent random variables that are identically distributed, except for a small subset which follows a different, anomalous distribution. We study the problem of detecting which random variables in the…

Information Theory · Computer Science 2018-06-21 Natalie Durgin , Rachel Grotheer , Chenxi Huang , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

Anomaly detection when observing a large number of data streams is essential in a variety of applications, ranging from epidemiological studies to monitoring of complex systems. High-dimensional scenarios are usually tackled with…

Methodology · Statistics 2025-12-18 Ivo V. Stoepker , Rui M. Castro , Ery Arias-Castro , Edwin van den Heuvel

We consider a popular online change-point problem of detecting a transient change in distributions of i.i.d. random variables. For this change-point problem, several change-point procedures are formulated and some advanced results for a…

Statistics Theory · Mathematics 2021-04-08 Jack Noonan

We discuss the localization of radiation sources whose number and other relevant parameters are not known in advance. The data collection is ensured by an autonomous mobile robot that performs a survey in a defined region of interest…

Robotics · Computer Science 2023-09-28 Tomas Lazna , Ludek Zalud

In this paper, we study the offline change point localization problem in a sequence of dependent nonparametric random dot product graphs. To be specific, assume that at every time point, a network is generated from a nonparametric random…

Methodology · Statistics 2022-09-16 Oscar Hernan Madrid Padilla , Yi Yu , Carey E. Priebe

In this paper, we study the problem of continuous-time state observation over lossy communication networks. We consider the situation in which the samplers for measuring the output of the plant are spatially distributed and their…

Systems and Control · Computer Science 2018-10-02 Toshihide Tadenuma , Masaki Ogura , Kenji Sugimoto
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