Related papers: Quickest Change Detection with Confusing Change
The problem of sequentially finding an independent and identically distributed (i.i.d.) sequence that is drawn from a probability distribution $F_1$ by searching over multiple sequences, some of which are drawn from $F_1$ and the others of…
This paper investigates the quickest change detection of quantum states in a universal setting: specifically, where the post-change quantum state is not known a priori. We establish the asymptotic optimality of a two-stage approach in terms…
We study the multichannel quickest change detection problem with bandit feedback and controlled sensing, in which an agent sequentially selects one of the data streams to observe at each time-step and aims to detect an unknown change as…
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 ability to localize transmission loss change to a subset of links in optical networks is crucial for maintaining network reliability, performance and security. \emph{Quantum probes}, implemented by sending blocks of $n$ coherent-state…
In this work, we aim to provide a new and efficient recursive detection method for temporarily monitored signals. Motivated by the case of the propagation of an event over a field of sensors, we assumed that the change in the statistical…
Modern information systems generate large volumes of data with anomalies that occur at unknown points in time and have to be detected quickly and reliably with low false alarm rates. The paper develops a general theory of quickest…
Computationally inexpensive algorithm for detecting of dispersed transients has been developed using Cumulative Sums (CUSUM) scheme for detecting abrupt changes in statistical characteristics of the signal. The efficiency of the algorithm…
Sequential attack detection in a distributed estimation system is considered, where each sensor successively produces one-bit quantized samples of a desired deterministic scalar parameter corrupted by additive noise. The unknown parameters…
The paper addresses a sequential changepoint detection problem, assuming that the duration of change may be finite and unknown. This problem is of importance for many applications, e.g., for signal and image processing where signals appear…
Detecting if and when objects change is difficult in passive sub-diffraction imaging of dynamic scenes. We consider the best possible tradeoff between responsivity and accuracy for detecting a change from one arbitrary object model to…
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…
This work considers the problem of quickest detection of signals in a coupled system of N sensors, which receive continuous sequential observations from the environment. It is assumed that the signals, which are modeled a general Ito…
Since the work of Page in the 1950s, the problem of detecting an abrupt change in the distribution of stochastic processes has received a great deal of attention. In particular, a deep connection has been established between Lorden's…
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…
This paper considers the problems of detecting a change point and estimating the location in the correlation matrices of a sequence of high-dimensional vectors, where the dimension is large enough to be comparable to the sample size or even…
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…
We present a new CUSUM procedure for sequentially detecting change-point in the self and mutual exciting processes, a.k.a. Hawkes networks using discrete events data. Hawkes networks have become a popular model for statistics and machine…
We consider the problem of change-point estimation of the instantaneous phase of an observed time series. Such change points, or phase shifts, can be markers of information transfer in complex systems; their analysis occurring in geology,…
This paper examines the joint problem of detection and identification of a sudden and unobservable change in the probability distribution function (pdf) of a sequence of independent and identically distributed (i.i.d.) random variables to…