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Change-point detection methods are proposed for the case of temporary failures, or transient changes, when an unexpected disorder is ultimately followed by a readjustment and return to the initial state. A base distribution of the…
This paper deals with off-line detection of change points for time series of independent observations, when the number of change points is unknown. We propose a sequential analysis like method with linear time and memory complexity. Our…
In this work, we study optimization specified only through a comparison oracle: given two points, it reports which one is preferred. We call it function-free optimization because we do not assume access to, nor the existence of, a canonical…
As a new method for detecting change-points in high-resolution time series, we apply Maximum Mean Discrepancy to the distributions of ordinal patterns in different parts of a time series. The main advantage of this approach is its…
We propose and experimentally evaluate a novel method that dynamically changes the contention window of access points based on system load to improve performance in a dense Wi-Fi deployment. A key feature is that no MAC protocol changes,…
Timer-based mechanisms are often used to help a given (sink) node select the best helper node among many available nodes. Specifically, a node transmits a packet when its timer expires, and the timer value is a monotone non-increasing…
This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…
Conformal Prediction is a framework that produces prediction intervals based on the output from a machine learning algorithm. In this paper we explore the case when training data is made up of multiple parts available in different sources…
One of the primary objectives of a distributed storage system is to reliably store large amounts of source data for long durations using a large number $N$ of unreliable storage nodes, each with $c$ bits of storage capacity. Storage nodes…
For an infinite-horizon continuous-time optimal stopping problem under non-exponential discounting, we look for an optimal equilibrium, which generates larger values than any other equilibrium does on the entire state space. When the…
This paper is concerned with estimation and inference for the location of a change point in the mean of independent high-dimensional data. Our change point location estimator maximizes a new U-statistic based objective function, and its…
In this note, we study distributed time-varying optimization for a multi-agent system. We first focus on a class of time-varying quadratic cost functions, and develop a new distributed algorithm that integrates an average estimator and an…
Conformal Prediction (CP) is a distribution-free method for constructing prediction sets with marginal finite-sample coverage guarantees, making it a suitable framework for reliable uncertainty quantification in safety-critical object…
An optimization model has been formulated and solved to determine on-condition failure thresholds and inspection intervals for multi-component systems with each component experiencing multiple failure processes due to simultaneous exposure…
In this paper, we study a continuous-time discounted jump Markov decision process with both controlled actions and observations. The observation is only available for a discrete set of time instances. At each time of observation, one has to…
Stochastic optimization often involves calculating the expected value of a first-order max or min function, known as a first-order loss function. In this context, loss functions are frequently approximated using piecewise linear functions.…
Change point detection becomes more and more important as datasets increase in size, where unsupervised detection algorithms can help users process data. To detect change points, a number of unsupervised algorithms have been developed which…
This paper deals with the impact of fault prediction techniques on checkpointing strategies. We suppose that the fault-prediction system provides prediction windows instead of exact predictions, which dramatically complicates the analysis…
This paper considers a time-varying optimization problem associated with a network of systems, with each of the systems shared by (and affecting) a number of individuals. The objective is to minimize cost functions associated with the…
Data acquisition efficiency is a central challenge in deploying reinforcement learning in business and healthcare operations, where interactions are costly, slow, and often involve humans in the loop. This paper develops a unified large…