58,154 research outputs found
Change Acceleration and Detection
A novel sequential change detection problem is proposed, in which the change
should be not only detected but also accelerated. Specifically, it is assumed
that the sequentially collected observations are responses to treatments
selected in real time. The assigned treatments not only determine the
pre-change and post-change distributions of the responses, but also influence
when the change happens. The problem is to find a treatment assignment rule and
a stopping rule that minimize the expected total number of observations subject
to a user-specified bound on the false alarm probability. The optimal solution
to this problem is obtained under a general Markovian change-point model.
Moreover, an alternative procedure is proposed, whose applicability is not
restricted to Markovian change-point models and whose design requires minimal
computation. For a large class of change-point models, the proposed procedure
is shown to achieve the optimal performance in an asymptotic sense. Finally,
its performance is found in two simulation studies to be close to the optimal,
uniformly with respect to the error probability
Human-machine diversity in the use of computerised advisory systems: a case study
Computer-based advisory systems form with their users composite, human-machine systems. Redundancy and diversity between the human and the machine are often important for the dependability of such systems. We discuss the modelling approach we applied in a case study. The goal is to assess failure probabilities for the analysis of X-ray films for detecting cancer, performed by a person assisted by a computer-based tool. Differently from most approaches to human reliability assessment, we focus on the effects of failure diversity β or correlation β between humans and machines. We illustrate some of the modelling and prediction problems, especially those caused by the presence of the human component. We show two alternative models, with their pros and cons, and illustrate, via numerical examples and analytically, some interesting and non-intuitive answers to questions about reliability assessment and design choices for human-computer systems
Characterization of Model-Based Detectors for CPS Sensor Faults/Attacks
A vector-valued model-based cumulative sum (CUSUM) procedure is proposed for
identifying faulty/falsified sensor measurements. First, given the system
dynamics, we derive tools for tuning the CUSUM procedure in the fault/attack
free case to fulfill a desired detection performance (in terms of false alarm
rate). We use the widely-used chi-squared fault/attack detection procedure as a
benchmark to compare the performance of the CUSUM. In particular, we
characterize the state degradation that a class of attacks can induce to the
system while enforcing that the detectors (CUSUM and chi-squared) do not raise
alarms. In doing so, we find the upper bound of state degradation that is
possible by an undetected attacker. We quantify the advantage of using a
dynamic detector (CUSUM), which leverages the history of the state, over a
static detector (chi-squared) which uses a single measurement at a time.
Simulations of a chemical reactor with heat exchanger are presented to
illustrate the performance of our tools.Comment: Submitted to IEEE Transactions on Control Systems Technolog
Online Nonparametric Anomaly Detection based on Geometric Entropy Minimization
We consider the online and nonparametric detection of abrupt and persistent
anomalies, such as a change in the regular system dynamics at a time instance
due to an anomalous event (e.g., a failure, a malicious activity). Combining
the simplicity of the nonparametric Geometric Entropy Minimization (GEM) method
with the timely detection capability of the Cumulative Sum (CUSUM) algorithm we
propose a computationally efficient online anomaly detection method that is
applicable to high-dimensional datasets, and at the same time achieve a
near-optimum average detection delay performance for a given false alarm
constraint. We provide new insights to both GEM and CUSUM, including new
asymptotic analysis for GEM, which enables soft decisions for outlier
detection, and a novel interpretation of CUSUM in terms of the discrepancy
theory, which helps us generalize it to the nonparametric GEM statistic. We
numerically show, using both simulated and real datasets, that the proposed
nonparametric algorithm attains a close performance to the clairvoyant
parametric CUSUM test.Comment: to appear in IEEE International Symposium on Information Theory
(ISIT) 201
BNP-Seq: Bayesian Nonparametric Differential Expression Analysis of Sequencing Count Data
We perform differential expression analysis of high-throughput sequencing
count data under a Bayesian nonparametric framework, removing sophisticated
ad-hoc pre-processing steps commonly required in existing algorithms. We
propose to use the gamma (beta) negative binomial process, which takes into
account different sequencing depths using sample-specific negative binomial
probability (dispersion) parameters, to detect differentially expressed genes
by comparing the posterior distributions of gene-specific negative binomial
dispersion (probability) parameters. These model parameters are inferred by
borrowing statistical strength across both the genes and samples. Extensive
experiments on both simulated and real-world RNA sequencing count data show
that the proposed differential expression analysis algorithms clearly
outperform previously proposed ones in terms of the areas under both the
receiver operating characteristic and precision-recall curves.Comment: To appear in Journal of the American Statistical Associatio
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