Related papers: Quickest Change Detection Using Mismatched CUSUM
We consider correlated equilibria in strategic games in an adversarial environment, where an adversary can compromise the public signal used by the players for choosing their strategies, while players aim at detecting a potential attack as…
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,…
The research described herewith investigates detecting change points of means and of variances in a sequence of observations. The number of change points can be divergent at certain rate as the sample size goes to infinity. We define a…
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…
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…
Sudden changes are ubiquitous in nature. Identifying them is of crucial importance for a number of applications in medicine, biology, geophysics, and social sciences. Here we investigate the problem in the quantum domain, considering a…
In this paper, we consider the problem of (multiple) change-point detection in panel data. We propose the double CUSUM statistic which utilises the cross-sectional change-point structure by examining the cumulative sums of ordered CUSUMs at…
Augmenting a train of bright phase-modulated laser-light pulses of a coherent communications system with infinitesimally small quantum photons per pulse -- entangled across several time bins -- prepared by splitting squeezed light in a…
This paper investigates the detection and estimation of a single change in high-dimensional linear models. We derive minimax lower bounds for the detection boundary and the estimation rate, which uncover a phase transition governed by the…
As an essential procedure in earth observation system, change detection (CD) aims to reveal the spatial-temporal evolution of the observation regions. A key prerequisite for existing change detection algorithms is aligned geo-references…
In recent years, remote sensing change detection has garnered significant attention due to its critical role in resource monitoring and disaster assessment. Change detection tasks exist with different output granularities such as BCD, SCD,…
A random sequence having two segments being the homogeneous Markov processes is registered. Each segment has his own transition probability law and the length of the segment is unknown and random. The transition probabilities of each…
Sequential change diagnosis is the joint problem of detection and identification of a sudden and unobservable change in the distribution of a random sequence. In this problem, the common probability law of a sequence of i.i.d. random…
In the present paper we address the real-time detection problem of a change-point in the coefficients of a linear model with the possibility that the model errors are asymmetrical and that the explanatory variables number is large. We build…
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…
Many modern applications of online changepoint detection require the ability to process high-frequency observations, sometimes with limited available computational resources. Online algorithms for detecting a change in mean often involve…
Consider $d$ dependent change point tests, each based on a CUSUM-statistic. We provide an asymptotic theory that allows us to deal with the maximum over all test statistics as both the sample size $n$ and $d$ tend to infinity. We achieve…
The popular criteria of optimality for quickest change detection procedures are the Lorden criterion, the Shiryaev-Roberts-Pollak criterion, and the Bayesian criterion. In this paper a robust version of these quickest change detection…
Simultaneously monitoring changes in both the mean and variance is a fundamental problem in Statistical Process Control, and numerous methods have been developed to address it. However, many existing approaches face notable limitations:…
General change detection (GCD) and semantic change detection (SCD) are common methods for identifying changes and distinguishing object categories involved in those changes, respectively. However, the binary changes provided by GCD is often…