Related papers: Quickest Change Detection with Cost-Constrained Ex…
A generalized multisensor sequential change detection problem is considered, in which a number of (possibly correlated) sensors monitor an environment in real time, the joint distribution of their observations is determined by a global…
Modern information systems generate large volumes of data with anomalies that occur at unknown points in time and have to be detected quickly and reliably with low false alarm rates. The paper develops a general theory of quickest…
In this work, we aim to provide a new and efficient recursive detection method for temporarily monitored signals. Motivated by the case of the propagation of an event over a field of sensors, we assumed that the change in the statistical…
The heterogeneous distributed quickest change detection (HetDQCD) problem with 1-bit feedback is studied, in which a fusion center monitors an abrupt change through a bunch of heterogeneous sensors via anonymous 1-bit feedbacks. Two fusion…
We study the parametric online changepoint detection problem, where the underlying distribution of the streaming data changes from a known distribution to an alternative that is of a known parametric form but with unknown parameters. We…
The problem of quickest change detection in a sequence of independent observations is considered. The pre-change distribution is assumed to be known, while the post-change distribution is unknown. Two tests based on post-change density…
This paper investigates the quickest change detection of quantum states in a universal setting: specifically, where the post-change quantum state is not known a priori. We establish the asymptotic optimality of a two-stage approach in terms…
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,…
This paper provides an overview of recent developments in quickest change detection (QCD) for high-dimensional multi-sensor systems, with an emphasis on settings involving structural constraints and limited sensing resources. Classical QCD…
The problem of sequentially finding an independent and identically distributed (i.i.d.) sequence that is drawn from a probability distribution $F_1$ by searching over multiple sequences, some of which are drawn from $F_1$ and the others of…
The problem of quickest anomaly detection in networks with unlabeled samples is studied. At some unknown time, an anomaly emerges in the network and changes the data-generating distribution of some unknown sensor. The data vector received…
We investigate sequential change point estimation and detection in univariate nonparametric settings, where a stream of independent observations from sub-Gaussian distributions with a common variance factor and piecewise-constant but…
Detecting abrupt changes in data streams is crucial because they are often triggered by events that have important consequences if left unattended. Quickest change point detection has become a vital sequential analysis primitive that aims…
This paper considers the constrained sampling multi-stream quickest change detection problem, also known as the bandit quickest change detection problem. One stream contains a change-point that shifts its mean by an unknown amount. The goal…
The problem of quickest growing dynamic anomaly detection in sensor networks is studied. Initially, the observations at the sensors, which are sampled sequentially by the decision maker, are generated according to a pre-change distribution.…
A quickest change detection problem is considered in a sensor network with observations whose statistical dependency structure across the sensors before and after the change is described by a decomposable graphical model (DGM). Distributed…
We consider the sequential change-point detection for asynchronous multi-sensors, where each sensor observe a signal (due to change-point) at different times. We propose an asynchronous Subspace-CUSUM procedure based on jointly estimating…
The problem of quickest detection of a change in distribution is considered under the assumption that the pre-change distribution is known, and the post-change distribution is only known to belong to a family of distributions…
The quickest change detection problem is considered in the context of monitoring large-scale independent normal distributed data streams with possible changes in some of the means. It is assumed that for each individual local data stream,…
A novel sequential change detection problem is proposed, in which the goal is to not only detect but also accelerate the change. Specifically, it is assumed that the sequentially collected observations are responses to treatments selected…