English
Related papers

Related papers: Finite-Horizon Quickest Change Detection Balancing…

200 papers

The problem of sequential change diagnosis is considered, where a sequence of independent random elements is accessed sequentially, there is an abrupt change in its distribution at some unknown time, and there are two main operational…

Statistics Theory · Mathematics 2023-10-03 Austin Warner , Georgios Fellouris

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.…

Statistics Theory · Mathematics 2020-02-04 Georgios Rovatsos , Venugopal V. Veeravalli , Don Towsley , Ananthram Swami

Detecting if and when objects change is difficult in passive sub-diffraction imaging of dynamic scenes. We consider the best possible tradeoff between responsivity and accuracy for detecting a change from one arbitrary object model to…

Quantum Physics · Physics 2023-08-17 Michael R Grace , Saikat Guha , Zachary Dutton

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

Sequential change-point detection when the distribution parameters are unknown is a fundamental problem in statistics and machine learning. When the post-change parameters are unknown, we consider a set of detection procedures based on…

Statistics Theory · Mathematics 2017-12-06 Yang Cao , Liyan Xie , Yao Xie , Huan Xu

We study the problem of quickest detection of a change in the mean of an observation sequence, under the assumption that both the pre- and post-change distributions have bounded support. We first study the case where the pre-change…

Signal Processing · Electrical Eng. & Systems 2021-01-15 Yuchen Liang , Venugopal V. Veeravalli

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 detection of a change in the mean of a sequence of independent observations is studied. The pre-change distribution is assumed to be stationary, while the post-change distributions are allowed to be non-stationary.…

Signal Processing · Electrical Eng. & Systems 2021-08-26 Yuchen Liang , Venugopal V. Veeravalli

The problem of sequentially detecting a moving anomaly which affects different parts of a sensor network with time is studied. Each network sensor is characterized by a non-anomalous and anomalous distribution, governing the generation of…

Statistics Theory · Mathematics 2020-07-30 Georgios Rovatsos , George V. Moustakides , Venugopal V. Veeravalli

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…

Systems and Control · Electrical Eng. & Systems 2026-03-30 Joshua Kartzman , Calvin Hawkins , Matthew Hale

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

The problem of online change point detection is to detect abrupt changes in properties of time series, ideally as soon as possible after those changes occur. Existing work on online change point detection either assumes i.i.d data, focuses…

Machine Learning · Computer Science 2023-12-01 Lei Xin , George Chiu , Shreyas Sundaram

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

In this paper, we consider the problem of quickest change point detection and identification over a linear array of $N$ sensors, where the change pattern could first reach any of these sensors, and then propagate to the other sensors. Our…

Information Theory · Computer Science 2013-05-21 Di Li , Lifeng Lai , Shuguang Cui

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…

Applications · Statistics 2019-01-30 Tze Siong Lau , Wee Peng Tay , Venugopal V. Veeravalli

Motivated by Industry 4.0 applications, we consider quickest change detection (QCD) of an abrupt change in a process when its measurements are transmitted by a sensor over a lossy wireless link to a decision maker (DM). The sensor node…

Signal Processing · Electrical Eng. & Systems 2025-10-30 Krishna Chaythanya KV , Saqib Abbas Baba , Anurag Kumar , Arpan Chattopadhyay , Rajesh Sundaresan

We study the multichannel quickest change detection problem with bandit feedback and controlled sensing, in which an agent sequentially selects one of the data streams to observe at each time-step and aims to detect an unknown change as…

Information Theory · Computer Science 2026-03-31 Yu-Han Huang , Argyrios Gerogiannis , Subhonmesh Bose , Venugopal V. Veeravalli

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…

Information Theory · Computer Science 2023-05-10 Wen-Hsuan Li , Yu-Chih Huang

The problem of quickest detection of a change in the distribution of a sequence of independent observations is considered. The pre-change observations are assumed to be stationary with a known distribution, while the post-change…

Signal Processing · Electrical Eng. & Systems 2022-10-19 Yuchen Liang , Alexander G. Tartakovsky , Venugopal V. Veeravalli

In safety-critical Cyber-Physical Systems (CPS), accurate trajectory prediction provides vital guidance for downstream planning and control, yet although deep learning models achieve high-fidelity forecasts on validation data, their…

Robotics · Computer Science 2026-03-17 Tongfei Guo , Lili Su