Stochastic surveillance strategies for spatial quickest detection

Real-time financial surveillance via quickest change-point detection methods

Non-Bayesian Quickest Detection with Stochastic Sample Right Constraints

In this paper, we study the design and analysis of optimal detection scheme for sensors that are deployed to monitor the change in the environment and are powered by the energy harvested from the environment. In this type of applications, detection delay is of paramount importance. We model this problem as quickest change detection problem with a stochastic energy constraint. In particular, a w...

Quickest Moving Object Detection

We present a general framework and method for simultaneous detection and segmentation of an object in a video that moves (or comes into view of the camera) at some unknown time in the video. The method is an online approach based on motion segmentation, and it operates under dynamic backgrounds caused by a moving camera or moving nuisances. The goal of the method is to detect and segment the ob...

Decentralized quickest change detection

A decentralized formulation of the quickest change detection problem is studied, where the distributions of the observations at all of the sensors in the system change at the time of disruption, and the sensors communicate with a common fusion center. A Bayesian setting is considered in which a priori knowledge of the change time distribution is available. The observations are assumed to be ind...

Quickest Change Detection

The problem of detecting changes in the statistical properties of a stochastic system and time series arises in various branches of science and engineering. It has a wide spectrum of important applications ranging from machine monitoring to biomedical signal processing. In all of these applications the observations being monitored undergo a change in distribution in response to a change or anom...