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The problem of sequentially detecting an abrupt change in a sequence of independent and identically distributed (IID) random variables is addressed. Whereas previous approaches assume a known probability density function (PDF) at the start…

Statistics Theory · Mathematics 2017-12-11 James Falt , Steven D. Blostein

In the quickest change detection problem in which both nuisance and critical changes may occur, the objective is to detect the critical change as quickly as possible without raising an alarm when either there is no change or a nuisance…

Statistics Theory · Mathematics 2019-10-23 Tze Siong Lau , Wee Peng Tay

Detecting change points sequentially in a streaming setting, especially when both the mean and the variance of the signal can change, is often a challenging task. A key difficulty in this context often involves setting an appropriate…

Methodology · Statistics 2022-11-01 Nauman Ahad , Mark A. Davenport , Yao Xie

While continuous-variable (CV) quantum systems are believed to be more efficient for quantum sensing and metrology than their discrete-variable (DV) counterparts due to the infinite spectrum of their native operators, our toolkit of…

Quantum Physics · Physics 2025-01-10 Xi Lu , Bojko N. Bakalov , Yuan Liu

This work considers the problem of quickest detection of signals in a coupled system of $N$ sensors, which receive continuous sequential observations from the environment. It is assumed that the signals, which are modeled by general It\^{o}…

Optimization and Control · Mathematics 2016-03-11 Hongzhong Zhang , Olympia Hadjiliadis , Tobias Schäfer , H. Vincent Poor

Non-maximum suppression (NMS) has been adopted by default for removing redundant object detections for decades. It eliminates false positives by only keeping the image M with highest detection score and images whose overlap ratio with M is…

Computer Vision and Pattern Recognition · Computer Science 2020-07-29 Junde Li , Swaroop Ghosh

We investigate the problem of covert quickest change detection in a Bayesian and infinite-horizon setting. A legitimate entity seeks to detect a change in the state of a discrete memoryless channel as quickly as possible by actively probing…

Information Theory · Computer Science 2026-05-18 Yun-Feng Lo , Matthieu R. Bloch

Structural changes occur in dynamic networks quite frequently and its detection is an important question in many situations such as fraud detection or cybersecurity. Real-life networks are often incompletely observed due to individual…

Statistics Theory · Mathematics 2025-03-14 Farida Enikeeva , Olga Klopp

We consider online detection strategies for identifying a change point in a stream of quantum particles allegedly prepared in identical states. We show that the identification of the change point can be done without error via sequential…

Quantum Physics · Physics 2018-11-07 Gael Sentís , Esteban Martínez-Vargas , Ramon Muñoz-Tapia

We investigate the problem of covert quickest change detection in a continuous-time setting, where a Brownian motion experiences a drift change at an unknown time. Unlike classical formulations, we consider a covert adversary who adjusts…

Information Theory · Computer Science 2025-09-23 Amir Reza Ramtin , Philippe Nain , Don Towsley

The measured relative entropies of quantum states and channels find operational significance in quantum information theory as achievable error rates in hypothesis testing tasks. They are of interest in the near term, as they correspond to…

Quantum Physics · Physics 2025-10-21 Zixin Huang , Mark M. Wilde

The standard quantum search lacks a feature, enjoyed by many classical algorithms, of having a fixed point, i.e. monotonic convergence towards the solution. Recently a fixed point quantum search algorithm has been discovered, referred to as…

Quantum Physics · Physics 2007-05-23 Tathagat Tulsi , Lov Grover , Apoorva Patel

Oftentimes in practice, the observed process changes statistical properties at an unknown point in time and the duration of a change is substantially finite, in which case one says that the change is intermittent or transient. We provide an…

Applications · Statistics 2023-04-11 Grigory Sokolov , Valentin S. Spivak , Alexander G. Tartakovsky

High-dimensional changepoint inference, adaptable to diverse alternative scenarios, has attracted significant attention in recent years. In this paper, we propose an adaptive and robust approach to changepoint testing. Specifically, by…

Methodology · Statistics 2025-04-29 Jixuan Liu , Long Feng , Liuhua Peng , Zhaojun Wang

Finding the minimal relative entropy of two quantum states under semidefinite constraints is a pivotal problem located at the mathematical core of various applications in quantum information theory. An efficient method for providing…

Quantum Physics · Physics 2026-02-02 Gereon Koßmann , René Schwonnek

Quick detection of transmittance changes in optical channel is crucial for secure communication. We demonstrate that pre-shared entanglement using two-mode squeezed vacuum states significantly reduces detection latency compared to classical…

Quantum Physics · Physics 2026-03-11 Zihao Gong , Saikat Guha

This manuscript makes two contributions to the field of change-point detection. In a generalchange-point setting, we provide a generic algorithm for aggregating local homogeneity testsinto an estimator of change-points in a time series.…

Statistics Theory · Mathematics 2022-12-09 Emmanuel Pilliat , Alexandra Carpentier , Nicolas Verzelen

The problem of univariate mean change point detection and localization based on a sequence of $n$ independent observations with piecewise constant means has been intensively studied for more than half century, and serves as a blueprint for…

Statistics Theory · Mathematics 2019-06-07 Daren Wang , Yi Yu , Alessandro Rinaldo

Sequential change-point detection seeks to rapidly identify distributional changes in streaming data while controlling false alarms. Existing multi-stream detection methods typically rely on non-private access to raw observations or…

Statistics Theory · Mathematics 2026-04-16 Lixing Zhang , Liyan Xie , Ruizhi Zhang

Systems with long-range interactions display a short-time relaxation towards Quasi Stationary States (QSS) whose lifetime increases with the system size. In the paradigmatic Hamiltonian Mean-field Model (HMF) out-of-equilibrium phase…

Statistical Mechanics · Physics 2016-02-15 Gabriele Martelloni , Gianluca Martelloni , Pierre de Buyl , Duccio Fanelli