Related papers: Round Robin Active Sequential Change Detection for…

Consider the problem on sequential change-point detection on multiple data streams. We provide the asymptotic lower bounds of the detection delays at all levels of change-point sparsity and we derive a smaller asymptotic lower bound of the…

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…

Tests for break points detection in the law of random vectors have been proposed in several papers. Nevertheless, they have often little powers for alternatives involving a change in the dependence between components of vectors. Specific…

We consider the problem of sequential signal detection in a multichannel system where the number and location of signals is a priori unknown. We assume that the data in each channel are sequentially observed and follow a general non-i.i.d.…

The question whether a time series behaves as a random walk or as a station- ary process is an important and delicate problem, particularly arising in financial statistics, econometrics, and engineering. This paper studies the problem to…

Change point detection in time series aims to identify moments when the probability distribution of time series changes. It is widely applied in many areas, such as human activity sensing and medical science. In the context of multivariate…

We consider a system in which two nodes take correlated measurements of a random source with time-varying and unknown statistics. The observations of the source at the first node are to be losslessly replicated with a given probability of…

The problem of multi-hypothesis testing with controlled sensing of observations is considered. The distribution of observations collected under each control is assumed to follow a single-parameter exponential family distribution. The goal…

We investigate the problem of jointly testing two hypotheses and estimating a random parameter based on data that is observed sequentially by sensors in a distributed network. In particular, we assume the data to be drawn from a Gaussian…

In this paper, we study asynchronous consensus problems of continuous-time multi-agent systems with discontinuous information transmission. The proposed consensus control strategy is implemented only based on the state information at some…

In modern scientific experiments, we frequently encounter data that have large dimensions, and in some experiments, such high dimensional data arrive sequentially rather than full data being available all at a time. We develop multiple…

In the quickest change detection problem in which both nuisance and critical changes may occur, the objective is to detect the critical change as quickly as possible without raising an alarm when either there is no change or a nuisance…

This article studies the problem of online non-parametric change point detection in multivariate data streams. We approach the problem through the lens of kernel-based two-sample testing and introduce a sequential testing procedure based on…

A change point problem occurs in many statistical applications. If there exist change points in a model, it is harmful to make a statistical analysis without any consideration of the existence of the change points and the results derived…

The problem of distributed access of a set of N on-off channels by K<N users is considered. The channels are slotted and modeled as independent but not necessarily identical alternating renewal processes. Each user decides to either observe…

Consider a network in which $n$ distributed nodes are connected to a single server. Each node continuously observes a data stream consisting of one value per discrete time step. The server has to continuously monitor a given parameter…

This work studies the problem of inferring whether an agent is directly influenced by another agent over an adaptive diffusion network. Agent i influences agent j if they are connected (according to the network topology), and if agent j…

Distributed change-point detection has been a fundamental problem when performing real-time monitoring using sensor-networks. We propose a distributed detection algorithm, where each sensor only exchanges CUSUM statistic with their…

The problem of robust quickest change detection (QCD) in non-stationary processes under a multi-stream setting is studied. In classical QCD theory, optimal solutions are developed to detect a sudden change in the distribution of stationary…

The aim of online monitoring is to issue an alarm as soon as there is significant evidence in the collected observations to suggest that the underlying data generating mechanism has changed. This work is concerned with open-end,…