Related papers: High Probability Latency Sequential Change Detecti…
Detecting change points sequentially in a streaming setting, especially when both the mean and the variance of the signal can change, is often a challenging task. A key difficulty in this context often involves setting an appropriate…
We consider the problem of detecting a change in mean in a sequence of Gaussian vectors. Under the alternative hypothesis, the change occurs only in some subset of the components of the vector. We propose a test of the presence of a…
In this paper, we not only propose an new optimal sequential test of sum of logarithmic likelihood ratio (SLR) but also present the CUSUM sequential test (control chart, stopping time) with the observation-adjusted control limits…
Consider the detection of a sparse change in high-dimensional time-series. We introduce Sparsity Likelihood-based (SL-based) score and the change-points detection procedure in multivariate normal model with general covariance structure.…
We propose a new method for changepoint estimation in partially-observed, high-dimensional time series that undergo a simultaneous change in mean in a sparse subset of coordinates. Our first methodological contribution is to introduce a…
We study semi Lagrangian approximation schemes for Hamilton Jacobi Bellman equations arising from finite horizon optimal control problems. Classical error estimates for these schemes include the term $\frac{1}{\Delta t}$ which leads to…
Robust stability of moving-horizon estimators is investigated for nonlinear discrete-time systems that are detectable in the sense of incremental input/output-to-state stability and are affected by disturbances. The estimate of a…
We suggest a novel procedure for online change point detection. Our approach expands an idea of maximizing a discrepancy measure between points from pre-change and post-change distributions. This leads to flexible algorithms suitable for…
In the multisensor sequential change detection problem, a disruption occurs in an environment monitored by multiple sensors. This disruption induces a change in the observations of an unknown subset of sensors. In the Byzantine version of…
The quickest change detection problem is considered in the context of monitoring large-scale independent normal distributed data streams with possible changes in some of the means. It is assumed that for each individual local data stream,…
We study the robust quickest change detection under unknown pre- and post-change distributions. To deal with uncertainties in the data-generating distributions, we formulate two data-driven ambiguity sets based on the Wasserstein distance,…
Motivated by Industry 4.0 applications, we consider quickest change detection (QCD) of an abrupt change in a process when its measurements are transmitted by a sensor over a lossy wireless link to a decision maker (DM). The sensor node…
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…
We address the problem of quickest change detection in Markov processes with unknown transition kernels. The key idea is to learn the conditional score $\nabla_{\mathbf{y}} \log p(\mathbf{y}|\mathbf{x})$ directly from sample pairs $(…
This paper studies the problem of fault detection and estimation (FDE) for linear time-invariant (LTI) systems with a particular focus on frequency content information of faults, possibly as multiple disjoint continuum ranges, and under…
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…
We present a geometric version of Quickest Change Detection (QCD) and Quickest Hub Discovery (QHD) tests in correlation structures that allows us to include and combine new information with distance metrics. The topic falls within the scope…
This note considers the constrained H-infinity consensus of multi-agent networks with nonidentical constraint sets. An improved distributed algorithm is adopted and a nonlinear controlled output function is defined to evaluate the effect of…
Hallucinations in Large Language Models (LLMs), i.e., the tendency to generate plausible but non-factual content, pose a significant challenge for their reliable deployment in high-stakes environments. However, existing hallucination…
In the hypothesis selection problem, we are given sample and query access to finite set of candidate distributions (hypotheses), $\mathcal{H} = \{H_1, \ldots, H_n\}$, and samples from an unknown distribution $P$, both over a domain…