相关论文: Tracking Stopping Times Through Noisy Observations

We develop a supervised machine learning model that detects anomalies in systems in real time. Our model processes unbounded streams of data into time series which then form the basis of a low-latency anomaly detection model. Moreover, we…

This paper deals with the convergence time analysis of a class of fixed-time stable systems with the aim to provide a new non-conservative upper bound for its settling time. Our contribution is fourfold. First, we revisit the well-known…

This manuscript makes two contributions to the field of change-point detection. In a generalchange-point setting, we provide a generic algorithm for aggregating local homogeneity testsinto an estimator of change-points in a time series.…

The optimal instant of observation of astrophysical phenomena for objects that vary on human time-sales is an important problem, as it bears on the cost-effective use of usually scarce observational facilities. In this paper we address this…

Detecting change-points in data is challenging because of the range of possible types of change and types of behaviour of data when there is no change. Statistically efficient methods for detecting a change will depend on both of these…

We propose a probabilistic formulation that enables sequential detection of multiple change points in a network setting. We present a class of sequential detection rules for certain functionals of change points (minimum among a subset), and…

Given a pattern $p = s_1x_1s_2x_2\cdots s_{r-1}x_{r-1}s_r$ such that $x_1,x_2,\ldots,x_{r-1}\in\{x,\overset{{}_{\leftarrow}}{x}\}$, where $x$ is a variable and $\overset{{}_{\leftarrow}}{x}$ its reversal, and $s_1,s_2,\ldots,s_r$ are…

In this paper we consider stopping problems with partial observation under a general risk-sensitive optimization criterion for problems with finite and infinite time horizon. Our aim is to maximize the certainty equivalent of the stopping…

We study the optimal stopping of an American call option in a random time-horizon under exponential spectrally negative L\'evy models. The random time-horizon is modeled as the so-called Omega default clock in insurance, which is the first…

This paper deals with the optimal stopping problem under partial observation for piecewise-deterministic Markov processes. We first obtain a recursive formulation of the optimal filter process and derive the dynamic programming equation of…

Training deep neural networks (DNNs) with noisy labels is a challenging problem due to over-parameterization. DNNs tend to essentially fit on clean samples at a higher rate in the initial stages, and later fit on the noisy samples at a…

We introduce a framework for online changepoint detection and simultaneous model learning which is applicable to highly parametrized models, such as deep neural networks. It is based on detecting changepoints across time by sequentially…

The problem of quickest growing dynamic anomaly detection in sensor networks is studied. Initially, the observations at the sensors, which are sampled sequentially by the decision maker, are generated according to a pre-change distribution.…

Bayesian change-point detection, together with latent variable models, allows to perform segmentation over high-dimensional time-series. We assume that change-points lie on a lower-dimensional manifold where we aim to infer subsets of…

Modern information systems generate large volumes of data with anomalies that occur at unknown points in time and have to be detected quickly and reliably with low false alarm rates. The paper develops a general theory of quickest…

This paper introduces a new mobile sensor scheduling problem, involving a single robot tasked with monitoring several events of interest that occur at different locations. Of particular interest is the monitoring of transient events that…

We study learning in a noisy bisection model: specifically, Bayesian algorithms to learn a target value V given access only to noisy realizations of whether V is less than or greater than a threshold theta. At step t = 0, 1, 2, ..., the…

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…

Sample selection is a prevalent method in learning with noisy labels, where small-loss data are typically considered as correctly labeled data. However, this method may not effectively identify clean hard examples with large losses, which…

We consider how local and global decision policies interact in stopping time problems such as quickest time change detection. Individual agents make myopic local decisions via social learning, that is, each agent records a private…