3,535 research outputs found
Data-Efficient Quickest Outlying Sequence Detection in Sensor Networks
A sensor network is considered where at each sensor a sequence of random
variables is observed. At each time step, a processed version of the
observations is transmitted from the sensors to a common node called the fusion
center. At some unknown point in time the distribution of observations at an
unknown subset of the sensor nodes changes. The objective is to detect the
outlying sequences as quickly as possible, subject to constraints on the false
alarm rate, the cost of observations taken at each sensor, and the cost of
communication between the sensors and the fusion center. Minimax formulations
are proposed for the above problem and algorithms are proposed that are shown
to be asymptotically optimal for the proposed formulations, as the false alarm
rate goes to zero. It is also shown, via numerical studies, that the proposed
algorithms perform significantly better than those based on fractional
sampling, in which the classical algorithms from the literature are used and
the constraint on the cost of observations is met by using the outcome of a
sequence of biased coin tosses, independent of the observation process.Comment: Submitted to IEEE Transactions on Signal Processing, Nov 2014. arXiv
admin note: text overlap with arXiv:1408.474
Distributed Change Detection via Average Consensus over Networks
Distributed change-point detection has been a fundamental problem when
performing real-time monitoring using sensor-networks. We propose a distributed
detection algorithm, where each sensor only exchanges CUSUM statistic with
their neighbors based on the average consensus scheme, and an alarm is raised
when local consensus statistic exceeds a pre-specified global threshold. We
provide theoretical performance bounds showing that the performance of the
fully distributed scheme can match the centralized algorithms under some mild
conditions. Numerical experiments demonstrate the good performance of the
algorithm especially in detecting asynchronous changes.Comment: 15 pages, 8 figure
Data-Efficient Minimax Quickest Change Detection with Composite Post-Change Distribution
The problem of quickest change detection is studied, where there is an
additional constraint on the cost of observations used before the change point
and where the post-change distribution is composite. Minimax formulations are
proposed for this problem. It is assumed that the post-change family of
distributions has a member which is least favorable in some sense. An algorithm
is proposed in which on-off observation control is employed using the least
favorable distribution, and a generalized likelihood ratio based approach is
used for change detection. Under the additional condition that either the
post-change family of distributions is finite, or both the pre- and post-change
distributions belong to a one parameter exponential family, it is shown that
the proposed algorithm is asymptotically optimal, uniformly for all possible
post-change distributions.Comment: Submitted to IEEE Transactions on Info. Theory, Oct 2014. Preliminary
version presented at ISIT 2014 at Honolulu, Hawai
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