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We revisit sequential outlier hypothesis testing and derive bounds on achievable exponents when both the nominal and anomalous distributions are unknown. The task of outlier hypothesis testing is to identify the set of outliers that are…

Information Theory · Computer Science 2025-04-24 Jun Diao , Lin Zhou

Log data are generated from logging statements in the source code, providing insights into the execution processes of software applications and systems. State-of-the-art log-based anomaly detection approaches typically leverage deep…

Software Engineering · Computer Science 2025-03-12 Xingfang Wu , Heng Li , Foutse Khomh

Anomaly detection is the process of finding data points that deviate from a baseline. In a real-life setting, anomalies are usually unknown or extremely rare. Moreover, the detection must be accomplished in a timely manner or the risk of…

Machine Learning · Computer Science 2019-04-26 Mariem Ben Fadhel , Kofi Nyarko

An important task in network analysis is the detection of anomalous events in a network time series. These events could merely be times of interest in the network timeline or they could be examples of malicious activity or network…

Machine Learning · Computer Science 2016-08-03 Timothy La Fond , Jennifer Neville , Brian Gallagher

The goal of anomaly detection is to identify observations that are generated by a distribution that differs from the reference distribution that qualifies normal behavior. When examining a time series, the reference distribution may evolve…

Methodology · Statistics 2024-07-23 Etienne Krönert , Dalila Hattab , Alain Celisse

Anomaly detection is essential for identifying rare and significant events across diverse domains such as finance, cybersecurity, and network monitoring. This paper presents Synthetic Anomaly Monitoring (SAM), an innovative approach that…

Machine Learning · Computer Science 2025-02-04 Emanuele Luzio , Moacir Antonelli Ponti

We consider sequential hypothesis testing between two quantum states using adaptive and non-adaptive strategies. In this setting, samples of an unknown state are requested sequentially and a decision to either continue or to accept one of…

Quantum Physics · Physics 2023-03-07 Yonglong Li , Vincent Y. F. Tan , Marco Tomamichel

Very long and noisy sequence data arise from biological sciences to social science including high throughput data in genomics and stock prices in econometrics. Often such data are collected in order to identify and understand shifts in…

Methodology · Statistics 2016-07-15 Yue S. Niu , Ning Hao , Heping Zhang

Unsupervised anomaly detection in time-series has been extensively investigated in the literature. Notwithstanding the relevance of this topic in numerous application fields, a comprehensive and extensive evaluation of recent…

Machine Learning · Computer Science 2024-08-13 Nesryne Mejri , Laura Lopez-Fuentes , Kankana Roy , Pavel Chernakov , Enjie Ghorbel , Djamila Aouada

Detecting anomalies in large sets of observations is crucial in various applications, such as epidemiological studies, gene expression studies, and systems monitoring. We consider settings where the units of interest result in multiple…

Methodology · Statistics 2025-12-22 Ivo V. Stoepker , Rui M. Castro , Ery Arias-Castro

The problem of decentralized sequential change detection is considered, where an abrupt change occurs in an area monitored by a number of sensors; the sensors transmit their data to a fusion center, subject to bandwidth and energy…

Statistics Theory · Mathematics 2013-11-12 Georgios Fellouris , George V. Moustakides

We consider the problem of sequential evaluation, in which an evaluator observes candidates in a sequence and assigns scores to these candidates in an online, irrevocable fashion. Motivated by the psychology literature that has studied…

Machine Learning · Statistics 2023-11-20 Jingyan Wang , Ashwin Pananjady

In this paper, we derive generic bounds on the maximum deviations in prediction errors for sequential prediction via an information-theoretic approach. The fundamental bounds are shown to depend only on the conditional entropy of the data…

Machine Learning · Computer Science 2021-05-12 Song Fang , Quanyan Zhu

We register a stochastic sequence affected by one disorder. Monitoring of the sequence is made in the circumstances when not full information about distributions before and after the change is available. The initial problem of disorder…

Probability · Mathematics 2020-11-17 Wojciech Sarnowski , Krzysztof Szajowski

Consider a decision maker who is responsible to collect observations so as to enhance his information in a speedy manner about an underlying phenomena of interest. The policies under which the decision maker selects sensing actions can be…

Information Theory · Computer Science 2015-06-12 Mohammad Naghshvar , Tara Javidi

Single fault sequential change point problems have become important in modeling for various phenomena in large distributed systems, such as sensor networks. But such systems in many situations present multiple interacting faults. For…

Information Theory · Computer Science 2015-03-17 Ram Rajagopal , XuanLong Nguyen , Sinem Coleri Ergen , Pravin Varaiya

In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Johannes Teutsch , Christopher Narr , Sebastian Kerz , Dirk Wollherr , Marion Leibold

The problem of joint detection and lossless source coding is considered. We derive asymptotically optimal decision rules for deciding whether or not a sequence of observations has emerged from a desired information source, and to compress…

Information Theory · Computer Science 2016-11-17 Neri Merhav

We consider a multiple hypothesis testing setting where the hypotheses are ordered and one is only permitted to reject an initial contiguous block, H_1,\dots,H_k, of hypotheses. A rejection rule in this setting amounts to a procedure for…

Statistics Theory · Mathematics 2015-03-25 Max Grazier G'Sell , Stefan Wager , Alexandra Chouldechova , Robert Tibshirani

Data deduplication is the task of detecting records in a database that correspond to the same real-world entity. Our goal is to develop a procedure that samples uniformly from the set of entities present in the database in the presence of…

Machine Learning · Computer Science 2020-08-25 Alireza Heidari , Shrinu Kushagra , Ihab F. Ilyas
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