English
Related papers

Related papers: Covert Bayesian Quickest Change Detection

200 papers

This paper addresses the problem of quickest change detection (QCD) at two spatially separated locations monitored by a single unmanned aerial vehicle (UAV) equipped with a sensor. At any location, the UAV observes i.i.d. data sequentially…

Signal Processing · Electrical Eng. & Systems 2025-04-11 Saqib Abbas , Anurag Kumar , Arpan Chattopadhyay

Change point detection becomes more and more important as datasets increase in size, where unsupervised detection algorithms can help users process data. To detect change points, a number of unsupervised algorithms have been developed which…

Numerical Analysis · Mathematics 2021-06-18 Rebecca Gedda , Larisa Beilina , Ruomu Tan

The convergence of expectation-maximization (EM)-based algorithms typically requires continuity of the likelihood function with respect to all the unknown parameters (optimization variables). The requirement is not met when parameters…

Signal Processing · Electrical Eng. & Systems 2024-04-18 Geethu Joseph

We consider the problem of learning structures and parameters of Continuous-time Bayesian Networks (CTBNs) from time-course data under minimal experimental resources. In practice, the cost of generating experimental data poses a bottleneck,…

Machine Learning · Statistics 2022-01-12 Dominik Linzner , Heinz Koeppl

We analyze the trade-off between the undetected error probability (i.e., the probability that the channel decoder outputs an erroneous message without detecting the error) and the total error probability in the short blocklength regime. We…

Information Theory · Computer Science 2025-03-05 Alexander Sauter , A. Oguz Kislal , Giuseppe Durisi , Gianluigi Liva , Balazs Matuz , Erik G. Ström

Uncertainty quantification in image retrieval is crucial for downstream decisions, yet it remains a challenging and largely unexplored problem. Current methods for estimating uncertainties are poorly calibrated, computationally expensive,…

Computer Vision and Pattern Recognition · Computer Science 2021-09-20 Frederik Warburg , Martin Jørgensen , Javier Civera , Søren Hauberg

We study finite horizon optimal switching problems for hidden Markov chain models under partially observable Poisson processes. The controller possesses a finite range of strategies and attempts to track the state of the unobserved state…

Optimization and Control · Mathematics 2008-05-22 Erhan Bayraktar , Mike Ludkovski

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

Highly directional mmWave/THz links require rapid beam alignment, yet exhaustive codebook sweeps incur prohibitive training overhead. This letter proposes a sensing-assisted adaptive probing policy that maps multimodal sensing…

Signal Processing · Electrical Eng. & Systems 2026-03-26 Abidemi Orimogunje , Vukan Ninkovic , Ognjen Kundacina , Hyunwoo Park , Sunwoo Kim , Dejan Vukobratovic , Evariste Twahirwa , Gaspard Gashema

Model Predictive Control (MPC) is often tuned by trial and error. When a baseline linear controller exists that is already well tuned in the absence of constraints and MPC is introduced to enforce them, one would like to avoid altering the…

Systems and Control · Electrical Eng. & Systems 2021-11-01 Mario Zanon , Alberto Bemporad

We develop the framework of Indirect Query Bayesian Optimization (IQBO), a new class of Bayesian optimization problems where the integrated feedback is given via a conditional expectation of the unknown function $f$ to be optimized. The…

Machine Learning · Computer Science 2025-08-14 Mengyan Zhang , Shahine Bouabid , Cheng Soon Ong , Seth Flaxman , Dino Sejdinovic

In the classical quickest detection problem, one must detect as quickly as possible when a Brownian motion without drift "changes" into a Brownian motion with positive drift. The change occurs at an unknown "disorder" time with exponential…

Probability · Mathematics 2015-05-29 Robert C. Dalang , Albert N. Shiryaev

Efficient channel estimation is challenging in full-dimensional multiple-input multiple-output communication systems, particularly in those with hybrid digital-analog architectures. Under a compressive sensing framework, this letter first…

Information Theory · Computer Science 2021-12-30 Hongqing Huang , Peiran Wu , Minghua Xia

Consider the problem on sequential change-point detection on multiple data streams. We provide the asymptotic lower bounds of the detection delays at all levels of change-point sparsity and we derive a smaller asymptotic lower bound of the…

Statistics Theory · Mathematics 2023-06-02 Jingyan Huang

Existing error-bound-based analyses for stochastic algorithms that exhibit certain descent properties, such as randomized coordinate descent and randomized projection methods, are often limited in scope and typically lead to overly…

Optimization and Control · Mathematics 2026-03-19 Zhichun Yang , Li Jiang , Tianxiang Liu , Man-Chung Yue

Quick detection of transmittance changes in optical channel is crucial for secure communication. We demonstrate that pre-shared entanglement using two-mode squeezed vacuum states significantly reduces detection latency compared to classical…

Quantum Physics · Physics 2026-03-11 Zihao Gong , Saikat Guha

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

We present a new Bayesian methodology to learn the unknown material density of a given sample by inverting its two-dimensional images that are taken with a Scanning Electron Microscope. An image results from a sequence of projections of the…

Applications · Statistics 2014-03-06 Dalia Chakrabarty , Fabio Rigat , Nare Gabrielyan , Richard Beanland , Shashi Paul

A finite horizon optimal tracking problem is considered for linear dynamical systems subject to parametric uncertainties in the state-space matrices and exogenous disturbances. A suboptimal solution is proposed using a model predictive…

Optimization and Control · Mathematics 2022-02-08 Anilkumar Parsi , Andrea Iannelli , Roy S. Smith

This paper addresses the adaptive consensus problem in uncertain multi-agent systems, particularly under challenges posed by quantized communication. We consider agents with general linear dynamics subject to nonlinear uncertainties and…

Optimization and Control · Mathematics 2025-06-10 Woocheol Choi , Piljae Jang