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A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…
We consider the problem of detecting a few targets among a large number of hierarchical data streams. The data streams are modeled as random processes with unknown and potentially heavy-tailed distributions. The objective is an active…
Correlations between random variables play an important role in applications, e.g.\ in financial analysis. More precisely, accurate estimates of the correlation between financial returns are crucial in portfolio management. In particular,…
We consider the challenge of efficiently detecting changes within a network of sensors, where we also need to minimise communication between sensors and the cloud. We propose an online, communication-efficient method to detect such changes.…
A method for change point detection is proposed. We consider a univariate sequence of independent random variables with piecewise constant expectation and variance, apart from which the distribution may vary periodically. We aim to detect…
Anomalous diffusion occurs in many physical and biological phenomena, when the growth of the mean squared displacement (MSD) with time has an exponent different from one. We show that recurrent neural networks (RNN) can efficiently…
We consider the problem of adaptive blind separation of two sources from their instantaneous mixtures. We focus on the case where the two sources are not necessarily independent. By analyzing a general form of adaptive algorithms we show…
Recently there has been much work on selective sampling, an online active learning setting, in which algorithms work in rounds. On each round an algorithm receives an input and makes a prediction. Then, it can decide whether to query a…
This paper considers the distributed sampled-data control problem of a group of mobile robots connected via distance-induced proximity networks. A dwell time is assumed in order to avoid chattering in the neighbor relations that may be…
In this paper, we consider the problem of distributed sequential detection using wireless sensor networks (WSNs) in the presence of imperfect communication channels between the sensors and the fusion center (FC). We assume that sensor…
When making decisions in a network, it is important to have up-to-date knowledge of the current state of the system. Obtaining this information, however, comes at a cost. In this paper, we determine the optimal finite-time update policy for…
In this paper, we investigate the problem of remote estimation of a discrete-time joint Markov process using multiple sensors. Each sensor observes a different component of the joint Markov process, and in each time slot, the monitor…
The online monitoring data in distribution networks contain rich information on the running states of the networks. By leveraging the data, this paper proposes a spatio-temporal correlation analysis approach for anomaly detection and…
In multi-robot multi-target tracking, robots coordinate to monitor groups of targets moving about an environment. We approach planning for such scenarios by formulating a receding-horizon, multi-robot sensing problem with a mutual…
Modeling non-stationary data is a challenging problem in the field of continual learning, and data distribution shifts may result in negative consequences on the performance of a machine learning model. Classic learning tools are often…
This paper is concerned with the detection of multiple change-points in the joint distribution of independent categorical variables. The procedures introduced rely on model selection and are based on a penalized least-squares criterion.…
In this paper, the problem of distributed opportunistic channel access in wireless relaying is investigated. A relay network with multiple source-destination pairs and multiple relays is considered. All the source nodes contend through a…
Dynamic spectrum access under channel uncertainties is considered. With the goal of maximizing the secondary user (SU) throughput subject to constraints on the primary user (PU) outage probability we formulate a joint problem of spectrum…
An important task in network analysis is the detection of anomalous events in a network time series. These events could merely be times of interest in the network timeline or they could be examples of malicious activity or network…
This paper studies the distributed average tracking problem for multiple time-varying signals generated by linear dynamics, whose reference inputs are nonzero and not available to any agent in the network. In the edge-based framework, a…