相关论文: Quickest Search Over Multiple Sequences with Mixed…

This paper considers the change-point problem for finite sequences of networks. To avoid the difficulty of computing the normalization coefficient, such as in Exponential random graphical models (ERGMs) and Markov networks, we construct a…

This paper has been withdrawn by the authors. Please see arXiv:1302.6058. We consider the sequential joint detection and estimation problem. Minimizing the average stopping time subject to a combination of detection and estimation…

We consider the problem of quickest change detection (QCD) in a signal where its observations are obtained using a set of actions, and switching from one action to another comes with a cost. The objective is to design a stopping rule…

In this work, we consider a binary sequential hypothesis testing problem with distributed and asynchronous measurements. The aim is to analyze the effect of sampling times of jointly $\textit{wide-sense stationary}$ (WSS) Gaussian…

Beam search is a go-to strategy for decoding neural sequence models. The algorithm can naturally be viewed as a subset optimization problem, albeit one where the corresponding set function does not reflect interactions between candidates.…

Finite-context models (FCMs) are widely used for compressing symbolic sequences such as DNA, where predictive performance depends critically on the context length k and smoothing parameter {\alpha}. In practice, these hyperparameters are…

Since the work of Page in the 1950s, the problem of detecting an abrupt change in the distribution of stochastic processes has received a great deal of attention. In particular, a deep connection has been established between Lorden's…

The fundamental question considered in algorithms on strings is that of indexing, that is, preprocessing a given string for specific queries. By now we have a number of efficient solutions for this problem when the queries ask for an exact…

Detecting abrupt changes in real-time data streams from scientific simulations presents a challenging task, demanding the deployment of accurate and efficient algorithms. Identifying change points in live data stream involves continuous…

In this work we present strategies for (optimal) measurement selection in model-based sequential diagnosis. In particular, assuming a set of leading diagnoses being given, we show how queries (sets of measurements) can be computed and…

We study the problem of learning clusters of partially observed linear dynamical systems from multiple input-output trajectories. This setting is particularly relevant when there are limited observations (e.g., short trajectories) from…

In this paper, we consider the problem of (multiple) change-point detection in panel data. We propose the double CUSUM statistic which utilises the cross-sectional change-point structure by examining the cumulative sums of ordered CUSUMs at…

Sequential inspection is a technique employed to monitor product quality during the production process. For smaller batch sizes, the Acceptable Quality Limit(AQL) inspection theory is typically applied, whereas for larger batch sizes, the…

This paper considers a problem where multiple users make repeated decisions based on their own observed events. The events and decisions at each time step determine the values of a utility function and a collection of penalty functions. The…

We consider the problem of sequential signal detection in a multichannel system where the number and location of signals is a priori unknown. We assume that the data in each channel are sequentially observed and follow a general non-i.i.d.…

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…

We revisit the problem of statistical sequence matching initiated by Unnikrishnan (TIT 2015) and derive theoretical performance guarantees for sequential tests that have bounded expected stopping times. Specifically, in this problem, one is…

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…

We propose a new approach to sequential testing which is an adaptive (on-line) extension of the (off-line) framework developed in [10]. It relies upon testing of pairs of hypotheses in the case where each hypothesis states that the vector…

A decision maker records measurements of a finite-state Markov chain corrupted by noise. The goal is to decide when the Markov chain hits a specific target state. The decision maker can choose from a finite set of sampling intervals to pick…