Related papers: Score-Based Quickest Change Detection and Fault Id…
We develop a mixture procedure for multi-sensor systems to monitor data streams for a change-point that causes a gradual degradation to a subset of the streams. Observations are assumed to be initially normal random variables with known…
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.…
In this paper, the problem of quickly detecting an abrupt change on a stochastic process under Bayesian framework is considered. Different from the classic Bayesian quickest change-point detection problem, this paper considers the case…
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…
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…
We study the robust quickest change detection under unknown pre- and post-change distributions. To deal with uncertainties in the data-generating distributions, we formulate two data-driven ambiguity sets based on the Wasserstein distance,…
In this paper we consider change-points in multiple sequences with the objective of minimizing the estimation error of a sequence by making use of information from other sequences. This is in contrast to recent interest on change-points in…
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…
We consider detecting change points in the correlation structure of streaming data with minimum assumptions posed on the underlying data distribution. Detection statistics are constructed for dense and sparse change settings, based on…
The problem of quickly diagnosing an unknown change in a stochastic process is studied. We establish novel bounds on the performance of misspecified diagnosis algorithms designed for changes that differ from those of the process, and pose…
This paper proposes a novel joint channel-estimation and source-detection algorithm using successive interference cancellation (SIC)-aided generative score-based diffusion models. Prior work in this area focuses on massive MIMO scenarios,…
We propose HSMUCE (heterogeneous simultaneous multiscale change-point estimator) for the detection of multiple change-points of the signal in a heterogeneous gaussian regression model. A piecewise constant function is estimated by…
Algorithms are developed for the quickest detection of a change in statistically periodic processes. These are processes in which the statistical properties are nonstationary but repeat after a fixed time interval. It is assumed that the…
We investigate the potential of quickest detection based on the eigenvalues of the sample covariance matrix for spectrum sensing applications. A simple phase shift keying (PSK) model with additive white Gaussian noise (AWGN), with $1$…
In recent years there has been a growing interest in developing "streaming algorithms" for efficient processing and querying of continuous data streams. These algorithms seek to provide accurate results while minimizing the required storage…
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…
A finite horizon variant of the quickest change detection problem is studied, in which the goal is to minimize a delay threshold (latency), under constraints on the probability of false alarm and the probability that the latency is…
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…
The paper deals with a mathematical model of a surveillance system based on a net of sensors. The signals acquired by each node of the net are Markovian process, have two different transition probabilities, which depends on the presence or…
In the multisensor sequential change detection problem, a disruption occurs in an environment monitored by multiple sensors. This disruption induces a change in the observations of an unknown subset of sensors. In the Byzantine version of…