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The problem of quickest detection of a change in the distribution of a sequence of random variables is studied. The objective is to detect the change with the minimum possible delay, subject to constraints on the rate of false alarms and…

Methodology · Statistics 2024-12-31 Yingze Hou , Hoda Bidkhori , Taposh Banerjee

Linear relations, containing measurement errors in input and output data, are considered. Parameters of these so-called errors-in-variables models can change at some unknown moment. The aim is to test whether such an unknown change has…

Statistics Theory · Mathematics 2020-01-22 Michal Pešta

As the world becomes more and more interconnected, our everyday objects become part of the Internet of Things, and our lives get more and more mirrored in virtual reality, where every piece of~information, including misinformation, fake…

Social and Information Networks · Computer Science 2020-12-04 Robert Paluch , Łukasz G. Gajewski , Janusz A. Hołyst , Boleslaw K. Szymanski

The emergence of the Internet-of-Things and cyber-physical systems necessitates the coordination of access to limited communication resources in an autonomous and distributed fashion. Herein, the optimal design of a wireless sensing system…

Systems and Control · Electrical Eng. & Systems 2020-05-26 Xu Zhang , Marcos M. Vasconcelos , Wei Cui , Urbashi Mitra

As contemporary software-intensive systems reach increasingly large scale, it is imperative that failure detection schemes be developed to help prevent costly system downtimes. A promising direction towards the construction of such schemes…

Applications · Statistics 2016-09-27 Alexey Artemov , Evgeny Burnaev

This paper introduces a new method for change detection in psychometric studies based on the recently introduced pseudo Score statistic, for which the sampling distribution under the alternative hypothesis has been determined. Our approach…

Methodology · Statistics 2024-08-09 Nicoletta D'Angelo

In this paper, we consider the problem of latent sentiment detection in Online Social Networks such as Twitter. We demonstrate the benefits of using the underlying social network as an Ising prior to perform network aided sentiment…

Social and Information Networks · Computer Science 2014-01-10 Rohit Negi , Vinay Uday Prabhu , Miguel Rodrigues

This paper deals with the problem of designing a distributed fault detection and isolation algorithm for nonlinear large-scale systems that are subjected to multiple fault modes. To solve this problem, a network of communicating detection…

Systems and Control · Computer Science 2016-09-27 Elaheh Noursadeghi , Ioannis Raptis

A quickest change detection problem is considered in a sensor network with observations whose statistical dependency structure across the sensors before and after the change is described by a decomposable graphical model (DGM). Distributed…

Signal Processing · Electrical Eng. & Systems 2021-09-08 Yicheng Chen , Rick S. Blum , Brian M. Sadler

Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on…

Machine Learning · Computer Science 2012-07-03 Qiang Liu , Alexander Ihler

Many traditional methods for identifying changepoints can struggle in the presence of outliers, or when the noise is heavy-tailed. Often they will infer additional changepoints in order to fit the outliers. To overcome this problem, data…

Methodology · Statistics 2017-07-12 Paul Fearnhead , Guillem Rigaill

We propose a novel change-point detection method based on online Dynamic Mode Decomposition with control (ODMDwC). Leveraging ODMDwC's ability to find and track linear approximation of a non-linear system while incorporating control…

Artificial Intelligence · Computer Science 2024-08-20 Marek Wadinger , Michal Kvasnica , Yoshinobu Kawahara

We present a computationally efficient online kernel Cumulative Sum (CUSUM) method for change-point detection that utilizes the maximum over a set of kernel statistics to account for the unknown change-point location. Our approach exhibits…

Methodology · Statistics 2026-01-07 Song Wei , Yao Xie

This paper investigates a novel offline change-point detection problem from an information-theoretic perspective. In contrast to most related works, we assume that the knowledge of the underlying pre- and post-change distributions are not…

Information Theory · Computer Science 2021-10-05 Haiyun He , Qiaosheng Zhang , Vincent Y. F. Tan

In this paper, we consider a multi-agent resilient consensus problem, where some of the nodes may behave maliciously. The approach is to equip all nodes with a scheme to detect neighboring nodes when they behave in an abnormal fashion. To…

Systems and Control · Electrical Eng. & Systems 2021-01-14 Liwei Yuan , Hideaki Ishii

In this paper, we address the problem of simultaneous classification and estimation of hidden parameters in a sensor network with communications constraints. In particular, we consider a network of noisy sensors which measure a common…

Multiagent Systems · Computer Science 2012-06-19 Fabio Fagnani , Sophie M. Fosson , Chiara Ravazzi

Given a sequence of random (directed and weighted) graphs, we address the problem of online monitoring and detection of changes in the underlying data distribution. Our idea is to endow sequential change-point detection (CPD) techniques…

Machine Learning · Computer Science 2022-02-03 Bernardo Marenco , Paola Bermolen , Marcelo Fiori , Federico Larroca , Gonzalo Mateos

We consider the problem of detecting multiple changepoints in large data sets. Our focus is on applications where the number of changepoints will increase as we collect more data: for example in genetics as we analyse larger regions of the…

Methodology · Statistics 2015-03-17 R. Killick , P. Fearnhead , I. A. Eckley

Dealing with distribution shifts is one of the central challenges for modern machine learning. One fundamental situation is the covariate shift, where the input distributions of data change from training to testing stages while the…

Machine Learning · Computer Science 2024-05-28 Yu-Jie Zhang , Zhen-Yu Zhang , Peng Zhao , Masashi Sugiyama

Quickest change point detection is concerned with the detection of statistical change(s) in sequences while minimizing the detection delay subject to false alarm constraints. In this paper, the problem of change point detection is studied…

Information Theory · Computer Science 2015-06-19 George Atia