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The heterogeneous distributed quickest change detection (HetDQCD) problem with 1-bit feedback is studied, in which a fusion center monitors an abrupt change through a bunch of heterogeneous sensors via anonymous 1-bit feedbacks. Two fusion…

Information Theory · Computer Science 2023-05-10 Wen-Hsuan Li , Yu-Chih Huang

The problem of quickest change detection (QCD) in anonymous heterogeneous sensor networks is studied. There are $n$ heterogeneous sensors and a fusion center. The sensors are clustered into $K$ groups, and different groups follow different…

Signal Processing · Electrical Eng. & Systems 2022-03-23 Zhongchang Sun , Shaofeng Zou , Ruizhi Zhang , Qunwei Li

Change point detection plays a fundamental role in many real-world applications, where the goal is to analyze and monitor the behaviour of a data stream. In this paper, we study change detection in binary streams. To this end, we use a…

Machine Learning · Computer Science 2023-01-24 Nikolaj Tatti

Multivariate data sources with components of different information value seem to appear frequently in practice. Models in which the components change their homogeneity at different times are of significant importance. The fact whether any…

Optimization and Control · Mathematics 2020-11-04 Krzysztof Szajowski

Complex systems which can be represented in the form of static and dynamic graphs arise in different fields, e.g. communication, engineering and industry. One of the interesting problems in analysing dynamic network structures is to monitor…

Machine Learning · Computer Science 2020-11-13 Anna Malinovskaya , Philipp Otto , Torben Peters

Results on the spectral behavior of random matrices as the dimension increases are applied to the problem of detecting the number of sources impinging on an array of sensors. A common strategy to solve this problem is to estimate the…

Statistics Theory · Mathematics 2022-12-09 J. W. Silverstein , P. L. Combettes

We study the change detection problem with an unknown post-change distribution. Under this constraint, the unknown change in the distribution of observations may occur in many ways without much structure on the observations, whereas, before…

Signal Processing · Electrical Eng. & Systems 2020-12-11 Deniz Sargun , C. Emre Koksal

In this paper, we consider several efficient data structures for the problem of sampling from a dynamically changing discrete probability distribution, where some prior information is known on the distribution of the rates, in particular…

Computational Engineering, Finance, and Science · Computer Science 2021-10-13 Federico D'Ambrosio , Hans L. Bodlaender , Gerard T. Barkema

Consider a distributed detection problem in which the underlying distributions of the observations are unknown; instead of these distributions, noisy versions of empirically observed statistics are available to the fusion center. These…

Information Theory · Computer Science 2020-02-13 Haiyun He , Lin Zhou , Vincent Y. F. Tan

We propose a framework for determining whether the causal dependence of an outcome $Y$ on a covariate $X$ changes at a given time point, given confounders $\boldsymbol{Z}$. For instance, in financial markets, the effect of a market…

Methodology · Statistics 2026-05-08 Shakeel Gavioli-Akilagun , Kieran Wood , Francesco Quinzan

We study the multivariate nonparametric change point detection problem, where the data are a sequence of independent $p$-dimensional random vectors whose distributions are piecewise-constant with Lipschitz densities changing at unknown…

Statistics Theory · Mathematics 2020-06-26 Oscar Hernan Madrid Padilla , Yi Yu , Daren Wang , Alessandro Rinaldo

Detecting abrupt changes in streaming graph signals is relevant in a variety of applications ranging from energy and water supplies, to environmental monitoring. In this paper, we address this problem when anomalies activate localized…

Signal Processing · Electrical Eng. & Systems 2019-10-16 André Ferrari , Cédric Richard , Louis Verduci

In many real-world scenarios, distribution shifts exist in the streaming data across time steps. Many complex sequential data can be effectively divided into distinct regimes that exhibit persistent dynamics. Discovering the shifted…

Machine Learning · Computer Science 2023-09-07 Weijieying Ren , Tianxiang Zhao , Wei Qin , Kunpeng Liu

Sequential monitoring of images has broad applications across various domains, including climate science, ecosystem monitoring, medical diagnostics, and so forth. In many such applications, images acquired over time exhibit gradual changes,…

Applications · Statistics 2025-06-18 Subhasish Basak , Anik Roy , Partha Sarathi Mukherjee

A sequential problem in decentralized detection is considered. Two observers can make repeated noisy observations of a binary hypothesis on the state of the environment. At any time, observer 1 can stop and send a final binary message to…

Optimization and Control · Mathematics 2009-10-29 Ashutosh Nayyar , Demosthenis Teneketzis

Change point detection has become an important part of the analysis of the single-particle tracking data, as it allows one to identify moments, in which the motion patterns of observed particles undergo significant changes. The segmentation…

Quantitative Methods · Quantitative Biology 2025-06-23 Jakub Malinowski , Marcin Kostrzewa , Michał Balcerek , Weronika Tomczuk , Janusz Szwabiński

Sequential estimation of a vector of linear regression coefficients is considered under both centralized and decentralized setups. In sequential estimation, the number of observations used for estimation is determined by the observed…

Applications · Statistics 2014-12-18 Yasin Yilmaz , George V. Moustakides , Xiaodong Wang

In this paper, we consider the problem of quickest change point detection and identification over a linear array of $N$ sensors, where the change pattern could first reach any of these sensors, and then propagate to the other sensors. Our…

Information Theory · Computer Science 2013-05-21 Di Li , Lifeng Lai , Shuguang Cui

We consider a change detection problem in which the arrival rate of a Poisson process changes suddenly at some unknown and unobservable disorder time. It is assumed that the prior distribution of the disorder time is known. The objective is…

Optimization and Control · Mathematics 2007-05-23 Erhan Bayraktar , Semih Sezer

We study a monitoring system in which the distributions of sensors' observations change from a nominal distribution to an abnormal distribution in response to an adversary's presence. The system uses the quickest change detection procedure,…

Signal Processing · Electrical Eng. & Systems 2022-06-08 Thirupathaiah Vasantam , Don Towsley , Venugopal V. Veeravalli