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The field of quickest change detection (QCD) concerns design and analysis of algorithms to estimate in real time the time at which an important event takes place and identify properties of the post-change behavior. The goal is to devise a…

Statistics Theory · Mathematics 2024-09-13 Austin Cooper , Sean Meyn

The ability to localize transmission loss change to a subset of links in optical networks is crucial for maintaining network reliability, performance and security. \emph{Quantum probes}, implemented by sending blocks of $n$ coherent-state…

Quantum Physics · Physics 2025-08-29 Yufei Zheng , Yu-Zhen Janice Chen , Prithwish Basu , Don Towsley

We propose a quickest change detection problem over sensor networks where both the subset of sensors undergoing a change and the local post-change distributions are unknown. Each sensor in the network observes a local discrete time random…

Signal Processing · Electrical Eng. & Systems 2021-02-11 Deniz Sargun , C. Emre Koksal

The problem of quickest change detection (QCD) under transient dynamics is studied, where the change from the initial distribution to the final persistent distribution does not happen instantaneously, but after a series of transient phases.…

Statistics Theory · Mathematics 2018-12-13 Shaofeng Zou , Georgios Fellouris , Venugopal V. Veeravalli

The problem of quickest change detection (QCD) in anonymous heterogeneous sensor networks is studied. There are $n$ heterogeneous sensors and a fusion center. The sensors are clustered into $K$ groups, and different groups follow different…

Signal Processing · Electrical Eng. & Systems 2022-03-23 Zhongchang Sun , Shaofeng Zou , Ruizhi Zhang , Qunwei Li

In this work, we take the initiative in studying the information-theoretic tradeoff between communication and quickest change detection (QCD) under an integrated sensing and communication setting. We formally establish a joint communication…

Information Theory · Computer Science 2024-10-11 Daewon Seo , Sung Hoon Lim

In the problem of quickest change detection, a change occurs at some unknown time in the distribution of a sequence of random vectors that are monitored in real time, and the goal is to detect this change as quickly as possible subject to a…

Information Theory · Computer Science 2023-10-27 Venugopal V. Veeravalli , Georgios Fellouris , George V. Moustakides

The problem of quickest change detection (QCD) in autoregressive (AR) models is investigated. A system is being monitored with sequentially observed samples. At some unknown time, a disturbance signal occurs and changes the distribution of…

Signal Processing · Electrical Eng. & Systems 2023-10-16 Zhongchang Sun , Shaofeng Zou

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

Optimal control in non-stationary Markov decision processes (MDP) is a challenging problem. The aim in such a control problem is to maximize the long-term discounted reward when the transition dynamics or the reward function can change over…

Applications · Statistics 2017-03-03 Taposh Banerjee , Miao Liu , Jonathan P. How

Quickest change detection (QCD) is a fundamental problem in many applications. Given a sequence of measurements that exhibits two different distributions around a certain flipping point, the goal is to detect the change in distribution…

Information Theory · Computer Science 2020-01-23 Ahmed Badawy , Ahmed El Shafie , Tamer Khattab

This paper addresses the problem of quickest change detection (QCD) at two spatially separated locations monitored by a single unmanned aerial vehicle (UAV) equipped with a sensor. At any location, the UAV observes i.i.d. data sequentially…

Signal Processing · Electrical Eng. & Systems 2025-04-11 Saqib Abbas , Anurag Kumar , Arpan Chattopadhyay

The problem of quickest change detection with communication rate constraints is studied. A network of wireless sensors with limited computation capability monitors the environment and sends observations to a fusion center via wireless…

Systems and Control · Computer Science 2016-09-06 Xiaoqiang Ren , Karl H. Johansson , Dawei Shi , Ling Shi

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 quickest change detection (QCD) in a signal where its observations are obtained using a set of actions, and switching from one action to another comes with a cost. The objective is to design a stopping rule…

Optimization and Control · Mathematics 2021-01-22 Tze Siong Lau , Wee Peng Tay

In this paper, quickest detection of false data injection attack on remote state estimation is considered. A set of $N$ sensors make noisy linear observations of a discrete-time linear process with Gaussian noise, and report the…

Systems and Control · Electrical Eng. & Systems 2022-01-19 Akanshu Gupta , Abhinava Sikdar , Arpan Chattopadhyay

Recent attention in quickest change detection in the multi-sensor setting has been on the case where the densities of the observations change at the same instant at all the sensors due to the disruption. In this work, a more general…

Information Theory · Computer Science 2016-11-18 Vasanthan Raghavan , Venugopal V. Veeravalli

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…

Signal Processing · Electrical Eng. & Systems 2023-04-19 Zhongchang Sun , Shaofeng Zou

The problem of robust quickest change detection (QCD) in non-stationary processes under a multi-stream setting is studied. In classical QCD theory, optimal solutions are developed to detect a sudden change in the distribution of stationary…

Methodology · Statistics 2024-12-09 Yingze Hou , Hoda Bidkhori , Taposh Banerjee

Augmenting a train of bright phase-modulated laser-light pulses of a coherent communications system with infinitesimally small quantum photons per pulse -- entangled across several time bins -- prepared by splitting squeezed light in a…

Quantum Physics · Physics 2025-11-04 Saikat Guha , Tiju Cherian John , Zihao Gong , Prithwish Basu
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