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Timely detection of abrupt anomalies is crucial for real-time monitoring and security of modern systems producing high-dimensional data. With this goal, we propose effective and scalable algorithms. Proposed algorithms are nonparametric as…

机器学习 · 计算机科学 2020-02-19 Mehmet Necip Kurt , Yasin Yilmaz , Xiaodong Wang

We consider a well defined joint detection and parameter estimation problem. By combining the Baysian formulation of the estimation subproblem with suitable constraints on the detection subproblem we develop optimum one- and two-step test…

应用统计 · 统计学 2011-01-27 George V. Moustakides , Guido H. Jajamovich , Ali Tajer , Xiaodong Wang

Adaptive algorithms belong to an important class of algorithms used in radar target detection to overcome prior uncertainty of interference covariance. The contamination of the empirical covariance matrix by the useful signal leads to…

信号处理 · 电气工程与系统科学 2021-01-01 Boris N. Oreshkin

We propose an algorithm to actively estimate the parameters of a linear dynamical system. Given complete control over the system's input, our algorithm adaptively chooses the inputs to accelerate estimation. We show a finite time bound…

机器学习 · 计算机科学 2020-06-23 Andrew Wagenmaker , Kevin Jamieson

Handling contaminated data poses a critical challenge in anomaly detection, as traditional models assume training on purely normal data. Conventional methods mitigate contamination by relying on fixed contamination ratios, but discrepancies…

机器学习 · 计算机科学 2025-11-27 Jungi Lee , Jungkwon Kim , Chi Zhang , Kwangsun Yoo , Seok-Joo Byun

We consider the problem of estimating (diagonally dominant) M-matrices as precision matrices in Gaussian graphical models. These models exhibit intriguing properties, such as the existence of the maximum likelihood estimator with merely two…

机器学习 · 统计学 2023-06-12 Jiaxi Ying , José Vinícius de M. Cardoso , Daniel P. Palomar

In this paper we describe an algorithm for predicting the websites at risk in a long range hacking activity, while jointly inferring the provenance and evolution of vulnerabilities on websites over continuous time. Specifically, we use…

应用统计 · 统计学 2016-11-23 Ziqi Liu , Alexander J. Smola , Kyle Soska , Yu-Xiang Wang , Qinghua Zheng

This paper addresses robust waveform design for multiple-input-multiple-output (MIMO) radar detection. A probabilistic model is proposed to describe the target uncertainty. Considering that waveform design based on maximizing the…

信号处理 · 电气工程与系统科学 2022-04-12 Xuyang Wang , Bo Tang , Ming Zhang

We propose a novel non-parametric adaptive anomaly detection algorithm for high dimensional data based on score functions derived from nearest neighbor graphs on $n$-point nominal data. Anomalies are declared whenever the score of a test…

机器学习 · 计算机科学 2009-10-29 Manqi Zhao , Venkatesh Saligrama

We introduce a new approach to prediction in graphical models with latent-shift adaptation, i.e., where source and target environments differ in the distribution of an unobserved confounding latent variable. Previous work has shown that as…

机器学习 · 统计学 2023-06-26 William I. Walker , Arthur Gretton , Maneesh Sahani

The advances in deep neural networks (DNN) have significantly enhanced real-time detection of anomalous data in IoT applications. However, the complexity-accuracy-delay dilemma persists: complex DNN models offer higher accuracy, but typical…

机器学习 · 计算机科学 2021-08-21 Mao V. Ngo , Tie Luo , Tony Q. S. Quek

The Gaussian graphical model, a popular paradigm for studying relationship among variables in a wide range of applications, has attracted great attention in recent years. This paper considers a fundamental question: When is it possible to…

统计理论 · 数学 2015-06-04 Zhao Ren , Tingni Sun , Cun-Hui Zhang , Harrison H. Zhou

Signal detection in environments with unknown signal bandwidth and time intervals is a fundamental problem in adversarial and spectrum-sharing scenarios. This paper addresses the problem of detecting signals occupying unknown degrees of…

信号处理 · 电气工程与系统科学 2026-01-21 Ali Rasteh , Sundeep Rangan

Target parameter estimation performance is investigated for a radar employing a set of widely separated transmitting and receiving antenna arrays. Cases with multiple extended targets are considered under two signal model assumptions:…

信息论 · 计算机科学 2018-08-02 Peter Khomchuk , Igal Bilik , Rick S. Blum

An adaptive iterative decision multi-feedback detection algorithm with constellation constraints is proposed for multiuser multi-antenna systems. An enhanced detection and interference cancellation is performed by introducing multiple…

信息论 · 计算机科学 2013-04-24 Peng Li , Jingjing Liu , Rodrigo C. de Lamare

With the growing connectivity demands, Unmanned Aerial Vehicles (UAVs) have emerged as a prominent component in the deployment of Next Generation On-demand Wireless Networks. However, current UAV positioning solutions typically neglect the…

网络与互联网体系结构 · 计算机科学 2023-10-12 Gabriella Pantaleão , Rúben Queirós , Hélder Fontes , Rui Campos

In this paper, we consider the problem of detecting the presence (or absence) of an unknown but structured signal from the space-time outputs of an array under strong, non-white interference. Our motivation is the detection of a…

信息论 · 计算机科学 2019-06-26 Philip Schniter , Evan Byrne

We propose a post-hoc adaptive conformal anomaly detection method for monitoring time series that leverages predictions from pre-trained foundation models without requiring additional fine-tuning. Our method yields an interpretable anomaly…

A sequential decision process in which an adaptive radar system repeatedly interacts with a finite-state target channel is studied. The radar is capable of passively sensing the spectrum at regular intervals, which provides side information…

信息论 · 计算机科学 2021-10-15 Charles E. Thornton , R. Michael Buehrer , Anthony F. Martone

Autonomous hazard detection and avoidance is a key technology for future landing missions in unknown surface conditions. Current state-of-the-art stochastic algorithms assume simple Gaussian measurement noise on dense, high-fidelity digital…

机器人学 · 计算机科学 2023-05-09 Kento Tomita , Koki Ho