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Timely detection of abrupt anomalies is crucial for real-time monitoring and security of modern systems producing high-dimensional data. With this goal, we propose effective and scalable algorithms. Proposed algorithms are nonparametric as…

Machine Learning · Computer Science 2020-02-19 Mehmet Necip Kurt , Yasin Yilmaz , Xiaodong Wang

We consider a well defined joint detection and parameter estimation problem. By combining the Baysian formulation of the estimation subproblem with suitable constraints on the detection subproblem we develop optimum one- and two-step test…

Applications · Statistics 2011-01-27 George V. Moustakides , Guido H. Jajamovich , Ali Tajer , Xiaodong Wang

Adaptive algorithms belong to an important class of algorithms used in radar target detection to overcome prior uncertainty of interference covariance. The contamination of the empirical covariance matrix by the useful signal leads to…

Signal Processing · Electrical Eng. & Systems 2021-01-01 Boris N. Oreshkin

We propose an algorithm to actively estimate the parameters of a linear dynamical system. Given complete control over the system's input, our algorithm adaptively chooses the inputs to accelerate estimation. We show a finite time bound…

Machine Learning · Computer Science 2020-06-23 Andrew Wagenmaker , Kevin Jamieson

Handling contaminated data poses a critical challenge in anomaly detection, as traditional models assume training on purely normal data. Conventional methods mitigate contamination by relying on fixed contamination ratios, but discrepancies…

Machine Learning · Computer Science 2025-11-27 Jungi Lee , Jungkwon Kim , Chi Zhang , Kwangsun Yoo , Seok-Joo Byun

We consider the problem of estimating (diagonally dominant) M-matrices as precision matrices in Gaussian graphical models. These models exhibit intriguing properties, such as the existence of the maximum likelihood estimator with merely two…

Machine Learning · Statistics 2023-06-12 Jiaxi Ying , José Vinícius de M. Cardoso , Daniel P. Palomar

In this paper we describe an algorithm for predicting the websites at risk in a long range hacking activity, while jointly inferring the provenance and evolution of vulnerabilities on websites over continuous time. Specifically, we use…

Applications · Statistics 2016-11-23 Ziqi Liu , Alexander J. Smola , Kyle Soska , Yu-Xiang Wang , Qinghua Zheng

This paper addresses robust waveform design for multiple-input-multiple-output (MIMO) radar detection. A probabilistic model is proposed to describe the target uncertainty. Considering that waveform design based on maximizing the…

Signal Processing · Electrical Eng. & Systems 2022-04-12 Xuyang Wang , Bo Tang , Ming Zhang

We propose a novel non-parametric adaptive anomaly detection algorithm for high dimensional data based on score functions derived from nearest neighbor graphs on $n$-point nominal data. Anomalies are declared whenever the score of a test…

Machine Learning · Computer Science 2009-10-29 Manqi Zhao , Venkatesh Saligrama

We introduce a new approach to prediction in graphical models with latent-shift adaptation, i.e., where source and target environments differ in the distribution of an unobserved confounding latent variable. Previous work has shown that as…

Machine Learning · Statistics 2023-06-26 William I. Walker , Arthur Gretton , Maneesh Sahani

The advances in deep neural networks (DNN) have significantly enhanced real-time detection of anomalous data in IoT applications. However, the complexity-accuracy-delay dilemma persists: complex DNN models offer higher accuracy, but typical…

Machine Learning · Computer Science 2021-08-21 Mao V. Ngo , Tie Luo , Tony Q. S. Quek

The Gaussian graphical model, a popular paradigm for studying relationship among variables in a wide range of applications, has attracted great attention in recent years. This paper considers a fundamental question: When is it possible to…

Statistics Theory · Mathematics 2015-06-04 Zhao Ren , Tingni Sun , Cun-Hui Zhang , Harrison H. Zhou

Signal detection in environments with unknown signal bandwidth and time intervals is a fundamental problem in adversarial and spectrum-sharing scenarios. This paper addresses the problem of detecting signals occupying unknown degrees of…

Signal Processing · Electrical Eng. & Systems 2026-01-21 Ali Rasteh , Sundeep Rangan

Target parameter estimation performance is investigated for a radar employing a set of widely separated transmitting and receiving antenna arrays. Cases with multiple extended targets are considered under two signal model assumptions:…

Information Theory · Computer Science 2018-08-02 Peter Khomchuk , Igal Bilik , Rick S. Blum

An adaptive iterative decision multi-feedback detection algorithm with constellation constraints is proposed for multiuser multi-antenna systems. An enhanced detection and interference cancellation is performed by introducing multiple…

Information Theory · Computer Science 2013-04-24 Peng Li , Jingjing Liu , Rodrigo C. de Lamare

With the growing connectivity demands, Unmanned Aerial Vehicles (UAVs) have emerged as a prominent component in the deployment of Next Generation On-demand Wireless Networks. However, current UAV positioning solutions typically neglect the…

Networking and Internet Architecture · Computer Science 2023-10-12 Gabriella Pantaleão , Rúben Queirós , Hélder Fontes , Rui Campos

In this paper, we consider the problem of detecting the presence (or absence) of an unknown but structured signal from the space-time outputs of an array under strong, non-white interference. Our motivation is the detection of a…

Information Theory · Computer Science 2019-06-26 Philip Schniter , Evan Byrne

We propose a post-hoc adaptive conformal anomaly detection method for monitoring time series that leverages predictions from pre-trained foundation models without requiring additional fine-tuning. Our method yields an interpretable anomaly…

Machine Learning · Computer Science 2026-04-23 Natalia Martinez Gil , Fearghal O'Donncha , Wesley M. Gifford , Nianjun Zhou , Dhaval C. Patel , Roman Vaculin

A sequential decision process in which an adaptive radar system repeatedly interacts with a finite-state target channel is studied. The radar is capable of passively sensing the spectrum at regular intervals, which provides side information…

Information Theory · Computer Science 2021-10-15 Charles E. Thornton , R. Michael Buehrer , Anthony F. Martone

Autonomous hazard detection and avoidance is a key technology for future landing missions in unknown surface conditions. Current state-of-the-art stochastic algorithms assume simple Gaussian measurement noise on dense, high-fidelity digital…

Robotics · Computer Science 2023-05-09 Kento Tomita , Koki Ho