5 papers
Active Sequential Signal Detection with Asynchronous Decisions
Yiming Xing, Georgios Fellouris
This work considers the problem of detecting signals from multiple sequentially observed data streams, where only one stream can be observed at every time instant. The goal is to d…
Ordering sampling rules for sequential anomaly identification under sampling constraints
Aristomenis Tsopelakos, Georgios Fellouris
We consider the problem of sequential anomaly identification over multiple independent data streams, under the presence of a sampling constraint. The goal is to quickly identify th…
Efficient Importance Sampling for Wrong Exit Probabilities over Combinatorially Many Rare Regions
Yanglei Song, Georgios Fellouris
We consider importance sampling for estimating the probability that a light-tailed -dimensional random walk exits through one of many disjoint rare-event regions before reaching…
Sequential anomaly identification with observation control under generalized error metrics
Aristomenis Tsopelakos, Georgios Fellouris
The problem of sequential anomaly detection and identification is considered, where multiple data sources are simultaneously monitored and the goal is to identify in real time thos…
Change Acceleration and Detection
Yanglei Song, Georgios Fellouris
A novel sequential change detection problem is proposed, in which the goal is to not only detect but also accelerate the change. Specifically, it is assumed that the sequentially c…