相关论文: Quickest Search Over Multiple Sequences with Mixed…
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…
Most studies in real time change-point detection either focus on the linear model or use the CUSUM method under classical assumptions on model errors. This paper considers the sequential change-point detection in a nonlinear quantile model.…
Suppose that at any stage of a statistical experiment a control variable $X$ that affects the distribution of the observed data $Y$ at this stage can be used. The distribution of $Y$ depends on some unknown parameter $\theta$, and we…
It is commonly required to detect change points in sequences of random variables. In the most difficult setting of this problem, change detection must be performed sequentially with new observations being constantly received over time.…
The problem of sequential anomaly detection and identification is considered, where multiple data sources are simultaneously monitored and the goal is to identify in real time those, if any, that exhibit ``anomalous" statistical behavior.…
In this paper, we investigate the problem of remote estimation of a discrete-time joint Markov process using multiple sensors. Each sensor observes a different component of the joint Markov process, and in each time slot, the monitor…
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.…
The aim of online monitoring is to issue an alarm as soon as there is significant evidence in the collected observations to suggest that the underlying data generating mechanism has changed. This work is concerned with open-end,…
By attaching auxiliary event times to the chronologically ordered observations, we formulate the Bayesian multiple changepoint problem of discrete-time observations into that of continuous-time ones. A version of forward-filtering…
In the regime of change-point detection, a nonparametric framework based on scan statistics utilizing graphs representing similarities among observations is gaining attention due to its flexibility and good performances for high-dimensional…
The sequential multiple testing problem is considered under two generalized error metrics. Under the first one, the probability of at least $k$ mistakes, of any kind, is controlled. Under the second, the probabilities of at least $k_1$…
We propose efficient algorithms for enumerating maximal common subsequences (MCSs) of two strings. Efficiency of the algorithms are estimated by the preprocessing-time, space, and delay-time complexities. One algorithm prepares a…
This paper addresses the following general scenario: A scientist wishes to perform a battery of experiments, each generating a sequential stream of data, to investigate some phenomenon. The scientist would like to control the overall error…
Dynamic spectrum access under channel uncertainties is considered. With the goal of maximizing the secondary user (SU) throughput subject to constraints on the primary user (PU) outage probability we formulate a joint problem of spectrum…
We describe group sequential tests which efficiently incorporate information from multiple endpoints allowing for early stopping at pre-planned interim analyses. We formulate a testing procedure where several outcomes are examined, and…
The independence clustering problem is considered in the following formulation: given a set $S$ of random variables, it is required to find the finest partitioning $\{U_1,\dots,U_k\}$ of $S$ into clusters such that the clusters…
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…
Robotic telescopes present the opportunity for the sparse temporal placement of observations when period searching. We address the best way to place a limited number of observations to cover the dynamic range of frequencies required by an…
The need to analyze information from streams arises in a variety of applications. One of its fundamental research directions is to mine sequential patterns over data streams. Current studies mine series of items based on the presence of the…
Efficient sampling from constraint manifolds, and thereby generating a diverse set of solutions for feasibility problems, is a fundamental challenge. We consider the case where a problem is factored, that is, the underlying nonlinear…