Related papers: Covert Bayesian Quickest Change Detection
A finite-horizon variant of the quickest change detection (QCD) problem that is of relevance to learning in non-stationary environments is studied. The metric characterizing false alarms is the probability of a false alarm occurring before…
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…
Many industrial and security applications employ a suite of sensors for detecting abrupt changes in temporal behavior patterns. These abrupt changes typically manifest locally, rendering only a small subset of sensors informative.…
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…
In this paper, Bayesian quickest change detection problems with sampling right constraints are considered. Specifically, there is a sequence of random variables whose probability density function will change at an unknown time. The goal is…
We study the problem of covert quickest change detection in a discrete-time setting, where a sequence of observations undergoes a distributional change at an unknown time. Unlike classical formulations, we consider a covert adversary who…
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…
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…
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…
Quickest change point detection is concerned with the detection of statistical change(s) in sequences while minimizing the detection delay subject to false alarm constraints. In this paper, the problem of change point detection is studied…
A finite-horizon variant of the quickest change detection problem is investigated, which is motivated by a change detection problem that arises in piecewise stationary bandits. The goal is to minimize the \emph{latency}, which is smallest…
In this paper we extend the Shiryaev's quickest change detection formulation by also accounting for the cost of observations used before the change point. The observation cost is captured through the average number of observations used in…
We study a continuous time Bayesian quickest detection problem in which observation times are a scarce resource. The agent, limited to making a finite number of discrete observations, must adaptively decide his observation strategy to…
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…
The problem of sequentially detecting an abrupt change in a sequence of independent and identically distributed (IID) random variables is addressed. Whereas previous approaches assume a known probability density function (PDF) at the start…
Sequential change diagnosis is the joint problem of detection and identification of a sudden and unobservable change in the distribution of a random sequence. In this problem, the common probability law of a sequence of i.i.d. random…
In 1960s Shiryaev developed Bayesian theory of change detection in independent and identically distributed (i.i.d.) sequences. In Shiryaev's classical setting the goal is to minimize an average detection delay under the constraint imposed…
For geographically separated cyber-physical systems, state estimation at a remote monitoring or control site is important to ensure stability and reliability of the system. Often for safety or commercial reasons it is necessary to ensure…
We study the first- and second-order asymptotics of covert communication over binary-input DMC for three different covertness metrics and under maximum probability of error constraint. When covertness is measured in terms of the relative…
This thesis presents three studies in quantum-enhanced sensing and target detection. The first study explores covert target detection using optical or microwave probes, establishing quantum-mechanical limits on the error probabilities of…