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We generalize the quantum CUSUM (QUSUM) algorithm for quickest change-point detection, analyzed in finite dimensions by Fanizza, Hirche, and Calsamiglia (Phys. Rev. Lett. 131, 020602, 2023), to infinite-dimensional quantum systems. Our…

Quantum Physics · Physics 2026-01-06 Tiju Cherian John , Christos N. Gagatsos , Boulat A. Bash

We consider the sequential change-point detection problem of detecting changes that are characterized by a subspace structure. Such changes are frequent in high-dimensional streaming data altering the form of the corresponding covariance…

Statistics Theory · Mathematics 2018-06-29 Liyan Xie , George V. Moustakides , Yao Xie

This paper addresses the problem of detecting changes when only unnormalized pre- and post-change distributions are accessible. This situation happens in many scenarios in physics such as in ferromagnetism, crystallography,…

Machine Learning · Statistics 2025-02-12 Arman Adibi , Sanjeev Kulkarni , H. Vincent Poor , Taposh Banerjee , Vahid Tarokh

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

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…

Statistics Theory · Mathematics 2023-05-22 Liyan Xie , George V. Moustakides , Yao Xie

Classical quickest change detection algorithms require modeling pre-change and post-change distributions. Such an approach may not be feasible for various machine learning models because of the complexity of computing the explicit…

Machine Learning · Statistics 2023-02-02 Suya Wu , Enmao Diao , Taposh Banerjee , Jie Ding , Vahid Tarokh

Quantum illumination is a technique for detecting the presence of a target in a noisy environment by means of a quantum probe. We prove that the two-mode squeezed vacuum state is the optimal probe for quantum illumination in the scenario of…

Quantum Physics · Physics 2018-07-11 Giacomo De Palma , Johannes Borregaard

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 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

Universal compression algorithms have been studied in the past for sequential change detection, where they have been used to estimate the post-change distribution in the modified version of the Cumulative Sum (CUSUM) Test. In this paper, we…

Information Theory · Computer Science 2021-12-15 Vikrant Malik , R. K. Bansal

The detection of change points is a pivotal task in statistical analysis. In the quantum realm, it is a new primitive where one aims at identifying the point where a source that supposedly prepares a sequence of particles in identical…

Quantum Physics · Physics 2017-10-11 Gael Sentís , John Calsamiglia , Ramon Munoz-Tapia

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…

Applications · Statistics 2016-01-12 Georgios Fellouris , Grigory Sokolov

The paper addresses a sequential changepoint detection problem, assuming that the duration of change may be finite and unknown. This problem is of importance for many applications, e.g., for signal and image processing where signals appear…

Statistics Theory · Mathematics 2021-06-09 Alexander G. Tartakovsky , Nikita R. Berenkov , Alexei E. Kolessa , Igor V. Nikiforov

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…

Quantum Physics · Physics 2023-10-23 Marco Fanizza , Christoph Hirche , John Calsamiglia

Quantum detector tomography is a fundamental technique for calibrating quantum devices and performing quantum engineering tasks. In this paper, we design optimal probe states for detector estimation based on the minimum upper bound of the…

Quantum Physics · Physics 2022-01-13 Shuixin Xiao , Yuanlong Wang , Daoyi Dong , Jun Zhang

The classical problem of quickest change detection is studied with an additional constraint on the cost of observations used in the detection process. The change point is modeled as an unknown constant, and minimax formulations are proposed…

Statistics Theory · Mathematics 2012-11-19 Taposh Banerjee , Venugopal V. Veeravalli

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 consider the quickest change detection problem where both the parameters of pre- and post- change distributions are unknown, which prevents the use of classical simple hypothesis testing. Without additional assumptions, optimal solutions…

Machine Learning · Computer Science 2021-06-10 Firas Jarboui , Viannet Perchet

The problem of quickest change detection is studied in the context of detecting an arbitrary unknown mean-shift in multiple independent Gaussian data streams. The James-Stein estimator is used in constructing detection schemes that exhibit…

Statistics Theory · Mathematics 2026-04-21 Topi Halme , Venugopal V. Veeravalli , Visa Koivunen

In the quickest change detection problem in which both nuisance and critical changes may occur, the objective is to detect the critical change as quickly as possible without raising an alarm when either there is no change or a nuisance…

Statistics Theory · Mathematics 2019-10-23 Tze Siong Lau , Wee Peng Tay
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