相关论文: Asymptotically Optimal Sampling Policy for Quickes…

When a sensor has continuous measurements but sends limited messages over a data network to a supervisor which estimates the state, the available packet rate fixes the achievable quality of state estimation. When such rate limits turn…

This work considers the problem of quickest detection of signals in a coupled system of N sensors, which receive continuous sequential observations from the environment. It is assumed that the signals, which are modeled a general Ito…

This work develops novel strategies for optimal planning with semantic observations using continuous state partially observable markov decision processes (CPOMDPs). Two major innovations are presented in relation to Gaussian mixture (GM)…

In this paper, we propose and analyze an attack detection scheme for securing the physical layer of a networked control system against attacks where the adversary replaces the true observations with stationary false data. An independent and…

We show optimality, in a well-defined sense, using cumulative sum (CUSUM) charts for detecting changes in distributions. We consider a setting with multiple changes between two known distributions. This result advocates the use of…

Many discrete-time optimal stopping problems are known to have more tractable limit forms based on a planar Poisson process. Using this tool we find a solution to the optimal stopping problem for i.i.d. sequence of $n$ discrete uniform…

This work examines the problem of sequential detection of a change in the drift of a Brownian motion in the case of two-sided alternatives. Applications to real life situations in which two-sided changes can occur are discussed.…

We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…

The Random early detection (RED) active queue management (AQM) scheme uses the average queue size to calculate the dropping probability in terms of minimum and maximum thresholds. The effect of heavy load enhances the frequency of crossing…

We give a fast algorithm for sampling uniform solutions of general constraint satisfaction problems (CSPs) in a local lemma regime. Suppose that the CSP has $n$ variables with domain size at most q, each constraint contains at most k…

We consider the problem of quickest changepoint detection under the Average Run Length (ARL) constraint where the pre-change and post-change laws lie in composite families $\mathscr{P}$ and $\mathscr{Q}$ respectively. In such a problem, a…

Supervised learning deals with the inference of a distribution over an output or label space $\CY$ conditioned on points in an observation space $\CX$, given a training dataset $D$ of pairs in $\CX \times \CY$. However, in a lot of…

Sparse Gaussian graphical models characterize sparse dependence relationships between random variables in a network. To estimate multiple related Gaussian graphical models on the same set of variables, we formulate a hierarchical model,…

A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time…

Opportunistic detection rules (ODRs) are variants of fixed-sample-size detection rules in which the statistician is allowed to make an early decision on the alternative hypothesis opportunistically based on the sequentially observed…

We study a Wiener disorder problem of detecting the minimum of $N$ change-points in $N$ observation channels coupled by correlated noises. It is assumed that the observations in each dimension can have different strengths and that the…

In this paper, we consider the adaptive linear quadratic Gaussian control problem, where both the linear transformation matrix of the state $A$ and the control gain matrix $B$ are unknown. The proposed adaptive optimal control only assumes…

We consider a continuous-time linear-quadratic Gaussian control problem with partial observations and costly information acquisition. More precisely, we assume the drift of the state process to be governed by an unobservable…

We consider the offline change point detection and localization problem in the context of piecewise stationary networks, where the observable is a finite sequence of networks. We develop algorithms involving some suitably modified CUSUM…

We investigate an optimal stopping problem for the expected value of a discounted payoff on a regime-switching geometric Brownian motion under two constraints on the possible stopping times: only at exogenous random times and only during a…