2013
DOI: 10.1109/tit.2013.2264716
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Sequential Detection of Multiple Change Points in Networks: A Graphical Model Approach

Abstract: 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 prove their asymptotic optimality in terms of expected detection delay. Drawing from graphical model formalism, the sequential detection rules can be implemented by a computationally efficient message-passing protocol which may scale up linearly in network size and in waiti… Show more

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Cited by 13 publications
(11 citation statements)
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References 23 publications
(68 reference statements)
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“…When there are multiple damage variables in the system, we can still apply this rule to identify if any of these faults has occurred. Besides detecting whether there is a damaged component in the structure, we are also interested in finding which component is damaged and the number of damaged components [47]. To satisfy these two goals, we extend our proposed damage detection rule in (9):…”
Section: Sequential Damage Detection At Multiple Locationsmentioning
confidence: 99%
See 1 more Smart Citation
“…When there are multiple damage variables in the system, we can still apply this rule to identify if any of these faults has occurred. Besides detecting whether there is a damaged component in the structure, we are also interested in finding which component is damaged and the number of damaged components [47]. To satisfy these two goals, we extend our proposed damage detection rule in (9):…”
Section: Sequential Damage Detection At Multiple Locationsmentioning
confidence: 99%
“…However, as we discussed above, this process is energy inefficient. If the graphical model is a tree, we can use the generalized distributive law (GDL) or the belief propagation algorithm to produce exact values of posterior probabilities [47,50,53]. In the GDL algorithm, every sensor only needs to send a "message" to its neighbors.…”
Section: Distributed Damage Detection: Message-passing Algorithmmentioning
confidence: 99%
“…Fig. 11 shows the comparative analysis of cells 3,4,5,6,8,9 in the Lushan area from September 28, 2012 to September 27, 2013. As Figs.…”
Section: B Lushan Earthquakementioning
confidence: 99%
“…Amini and Nguyen modeled and detected the multiple change points in networks using a probabilistic formulation. The proposed method includes a class of sequential detection rules for certain functional change points that can detect changes in networks by these rules [3]. Ho and Wechsler proposed a Martingale framework for detecting changes in data streams [4]- [6].…”
Section: Introductionmentioning
confidence: 99%
“…We provide a proof sketch for the case d = 2 here (the full proof is quite technical, and can be found in [14]). Fix some φ = τ S and consider the likelihood ratio…”
Section: Appendix a Proof Sketch Of Theoremmentioning
confidence: 99%