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In the problem of quickest change detection (QCD), a change occurs at some unknown time in the distribution of a sequence of independent observations. This work studies a QCD problem where the change is either a bad change, which we aim to…

Statistics Theory · Mathematics 2024-05-03 Yu-Zhen Janice Chen , Jinhang Zuo , Venugopal V. Veeravalli , Don Towsley

This work considers the problem of detecting signals from multiple sequentially observed data streams, where only one stream can be observed at every time instant. The goal is to detect signals as quickly as possible while controlling the…

Methodology · Statistics 2026-04-07 Yiming Xing , Georgios Fellouris

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 study a monitoring system in which the distributions of sensors' observations change from a nominal distribution to an abnormal distribution in response to an adversary's presence. The system uses the quickest change detection procedure,…

Signal Processing · Electrical Eng. & Systems 2022-06-08 Thirupathaiah Vasantam , Don Towsley , Venugopal V. Veeravalli

The problem of quickest change detection with a wireless sensor node is studied in this paper. The sensor that is deployed to monitor the environment has limited energy constraint to the classical quickest change detection problem. We…

Systems and Control · Computer Science 2014-11-13 Xiaoqiang Ren , Jiming Chen , Karl H. Johansson , Ling Shi

Robust change-point detection for large-scale data streams has many real-world applications in industrial quality control, signal detection, biosurveillance. Unfortunately, it is highly non-trivial to develop efficient schemes due to three…

Methodology · Statistics 2021-10-18 Ruizhi Zhang , Yajun Mei , Jianjun Shi

The gist of the quickest change-point detection problem is to detect the presence of a change in the statistical behavior of a series of sequentially made observations, and do so in an optimal detection-speed-vs.-"false-positive"-risk…

Computation · Statistics 2015-04-21 Wenyu Du , Aleksey S. Polunchenko , Grigory Sokolov

The problem of detecting changes with multiple sensors has received significant attention in the literature. In many practical applications such as critical infrastructure monitoring and modeling of disease spread, a useful change…

Information Theory · Computer Science 2019-02-19 Mehmet Necip Kurt , Xiaodong Wang

A finite-horizon variant of the quickest change detection (QCD) problem that is of relevance to learning in non-stationary environments is studied. The metric characterizing false alarms is the probability of a false alarm occurring before…

Information Theory · Computer Science 2025-11-18 Yu-Han Huang , Venugopal V. Veeravalli

Sequential change-point detection when the distribution parameters are unknown is a fundamental problem in statistics and machine learning. When the post-change parameters are unknown, we consider a set of detection procedures based on…

Statistics Theory · Mathematics 2017-12-06 Yang Cao , Liyan Xie , Yao Xie , Huan Xu

This paper introduces an approach to multi-stream quickest change detection and fault isolation for unnormalized and score-based statistical models. Traditional optimal algorithms in the quickest change detection literature require explicit…

Signal Processing · Electrical Eng. & Systems 2025-11-07 Wuxia Chen , Sean Moushegian , Vahid Tarokh , Taposh Banerjee

In this paper, we study the design and analysis of optimal detection scheme for sensors that are deployed to monitor the change in the environment and are powered by the energy harvested from the environment. In this type of applications,…

Information Theory · Computer Science 2015-06-15 Jun Geng , Lifeng Lai

The detection of change-points in a spatially or time ordered data sequence is an important problem in many fields such as genetics and finance. We derive the asymptotic distribution of a statistic recently suggested for detecting…

Statistics Theory · Mathematics 2015-10-01 Gérard Biau , Kevin Bleakley , David Mason

We give a method for proactively identifying small, plausible shifts in distribution which lead to large differences in model performance. These shifts are defined via parametric changes in the causal mechanisms of observed variables, where…

Machine Learning · Computer Science 2023-01-18 Nikolaj Thams , Michael Oberst , David Sontag

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…

Probability · Mathematics 2007-10-29 Savas Dayanik , Christian Goulding , H. Vincent Poor

Dynamic race detection based on the happens before (HB) partial order has now become the de facto approach to quickly identify data races in multi-threaded software. Most practical implementations for detecting these races use timestamps to…

Programming Languages · Computer Science 2025-04-10 Minjian Zhang , Daniel Wee Soong Lim , Mosaad Al Thokair , Umang Mathur , Mahesh Viswanathan

This paper investigates sequential change-point detection in reconfigurable sensor networks. In this problem, data from multiple sensors are observed sequentially. Each sensor can have a unique change point, and the data distribution…

Methodology · Statistics 2025-04-10 Seungwon Lee , Yunxiao Chen , Xiaoou Li

We study the change detection problem with an unknown post-change distribution. Under this constraint, the unknown change in the distribution of observations may occur in many ways without much structure on the observations, whereas, before…

Signal Processing · Electrical Eng. & Systems 2020-12-11 Deniz Sargun , C. Emre Koksal

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…

Information Theory · Computer Science 2015-06-19 George Atia

Changes, planned or unexpected, are common during the execution of real-life processes. Detecting these changes is a must for optimizing the performance of organizations running such processes. Most of the algorithms present in the…

Artificial Intelligence · Computer Science 2025-10-28 Victor Gallego-Fontenla , Juan C. Vidal , Manuel Lama