相关论文: Quickest Detection for a Poisson Process with a Ph…

The claim arrival process to an insurance company is modeled by a compound Poisson process whose intensity and/or jump size distribution changes at an unobservable time with a known distribution. It is in the insurance company's interest to…

We consider the control of a Markov decision process (MDP) that undergoes an abrupt change in its transition kernel (mode). We formulate the problem of minimizing regret under control-switching based on mode change detection, compared to a…

We study the large deviations performance, i.e., the exponential decay rate of the error probability, of distributed detection algorithms over random networks. At each time step $k$ each sensor: 1) averages its decision variable with the…

Quickest change point detection is concerned with the detection of statistical change(s) in sequences while minimizing the detection delay subject to false alarm constraints. In this paper, the problem of change point detection is studied…

The passage-time distribution for a spread-out quantum particle to traverse a specific region is calculated using a detailed quantum model for the detector involved. That model, developed and investigated in earlier works, is based on the…

The problem of detecting changes with multiple sensors has received significant attention in the literature. In many practical applications such as critical infrastructure monitoring and modeling of disease spread, a useful change…

Sequential change point tests aim at giving an alarm as soon as possible after a structural break occurs while controlling the asymptotic false alarm error. For such tests it is of particular importance to understand how quickly a break is…

Consider the model where particles are initially distributed on $\mathbb{Z}^d, \, d\geq 2$, according to a Poisson point process of intensity $\lambda>0$, and are moving in continuous time as independent simple symmetric random walks. We…

We consider a small extent sensor network for event detection, in which nodes take samples periodically and then contend over a {\em random access network} to transmit their measurement packets to the fusion center. We consider two…

We suggest a novel procedure for online change point detection. Our approach expands an idea of maximizing a discrepancy measure between points from pre-change and post-change distributions. This leads to flexible algorithms suitable for…

A novel quickest detection setting is proposed which is a generalization of the well-known Bayesian change-point detection model. Suppose \{(X_i,Y_i)\}_{i\geq 1} is a sequence of pairs of random variables, and that S is a stopping time with…

We present a detection problem where several spatially distributed sensors observe Poisson signals emitted from a single source of unknown position. The measurements at each sensor are modeled by independent inhomogeneous Poisson processes.…

We consider sequential change-point detection in parallel data streams, where each stream has its own change point. Once a change is detected in a data stream, this stream is deactivated permanently. The goal is to maximize the normal…

We propose an online detection procedure for cascading failures in the network from sequential data, which can be modeled as multiple correlated change-points happening during a short period. We consider a temporal diffusion network model…

Many industrial and security applications employ a suite of sensors for detecting abrupt changes in temporal behavior patterns. These abrupt changes typically manifest locally, rendering only a small subset of sensors informative.…

In the problem of quickest change detection, a change occurs at some unknown time in the distribution of a sequence of random vectors that are monitored in real time, and the goal is to detect this change as quickly as possible subject to a…

We study online change point detection for multivariate inhomogeneous Poisson point process time series. This setting arises commonly in applications such as earthquake seismology, climate monitoring, and epidemic surveillance, yet remains…

This paper studies the problem of sequential Gaussian shift-in-mean hypothesis testing in a distributed multi-agent network. A sequential probability ratio test (SPRT) type algorithm in a distributed framework of the…

The problem of sequential change diagnosis is considered, where a sequence of independent random elements is accessed sequentially, there is an abrupt change in its distribution at some unknown time, and there are two main operational…

This paper combines data-driven and model-driven methods for real-time misinformation detection. Our algorithm, named QuickStop, is an optimal stopping algorithm based on a probabilistic information spreading model obtained from labeled…