Related papers: Finite-Horizon Quickest Change Detection Balancing…
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…
We address the problem of detecting a change in the distribution of a high-dimensional multivariate normal time series. Assuming that the post-change parameters are unknown and estimated using a window of historical data, we extend the…
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…
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…
The popular criteria of optimality for quickest change detection procedures are the Lorden criterion, the Shiryaev-Roberts-Pollak criterion, and the Bayesian criterion. In this paper a robust version of these quickest change detection…
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…
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…
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…
We study the problem of online network change point detection. In this setting, a collection of independent Bernoulli networks is collected sequentially, and the underlying distributions change when a change point occurs. The goal is to…
The problem of detecting changes in the statistical properties of a stochastic system and time series arises in various branches of science and engineering. It has a wide spectrum of important applications ranging from machine monitoring to…
The problem of detecting changes with multiple sensors has received significant attention in the literature. In many practical applications such as critical infrastructure monitoring and modeling of disease spread, a useful change…
A sensor network is considered where a sequence of random variables is observed at each sensor. At each time step, a processed version of the observations is transmitted from the sensors to a common node called the fusion center. At some…
As an essential procedure in earth observation system, change detection (CD) aims to reveal the spatial-temporal evolution of the observation regions. A key prerequisite for existing change detection algorithms is aligned geo-references…
In this paper, we develop a new change detection algorithm for detecting a change in the Markov kernel over a metric space in which the post-change kernel is unknown. Under the assumption that the pre- and post-change Markov kernel is…
We consider the use of machine learning for hypothesis testing with an emphasis on target detection. Classical model-based solutions rely on comparing likelihoods. These are sensitive to imperfect models and are often computationally…
This paper considers a sequence of random variables generated according to a common distribution. The distribution might undergo periods of transient changes at an unknown set of time instants, referred to as change-points. The objective is…
In this paper, we study the quickest change detection with mismatched post-change models. A change point is the time instant at which the distribution of a random process changes. The objective of quickest change detection is to minimize…
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…
The paper investigates the problems of quickest change detection in Markov models and hidden Markov models (HMMs). Sequential observations are taken from a (hidden) Markov model. At some unknown time, an event occurs in the system and…
We consider the problem of sequential change detection, where the goal is to design a scheme for detecting any changes in a parameter or functional $\theta$ of the data stream distribution that has small detection delay, but guarantees…