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Active Hypothesis Testing for Quickest Anomaly Detection [article]

Kobi Cohen, Qing Zhao
2014 arXiv   pre-print
This problem can be considered as a special case of active hypothesis testing first considered by Chernoff in 1959 where a randomized strategy, referred to as the Chernoff test, was proposed and shown  ...  The problem of quickest detection of an anomalous process among M processes is considered.  ...  It is not difficult to see that the quickest anomaly detection problem considered in this paper is a special case of the active hypothesis testing problem considered in [1] , [3] - [5] , [7] , [8]  ... 
arXiv:1403.1023v2 fatcat:3w23xpmvkjayle2bjtr7e4oo7y

Quickest anomaly detection: A case of active hypothesis testing

Kobi Cohen, Qing Zhao
2014 2014 Information Theory and Applications Workshop (ITA)  
This problem can be considered as a special case of active hypothesis testing first considered by Chernoff in 1959, where a randomized test was proposed and shown to be asymptotically optimal.  ...  The problem of quickest detection of an anomalous process among M processes is considered.  ...  It is not difficult to see that the quickest anomaly detection problem considered in this paper is a special case of the active hypothesis testing problem considered in [1]- [5] .  ... 
doi:10.1109/ita.2014.6804268 dblp:conf/ita/CohenZ14 fatcat:ial6pnauafbqxnscawzbtektt4

Optimal index policies for quickest localization of anomaly in cyber networks

Kobi Cohen, Qing Zhao, Ananthram Swami
2013 2013 IEEE Global Conference on Signal and Information Processing  
We consider the problem of quickest localization of anomaly in a resource-constrained cyber network consisting of multiple components.  ...  Optimal low-complexity algorithms are derived for the simple hypotheses case, where the distribution is completely known under both hypotheses.  ...  Change-point detection techniques can be applied to the problem of anomaly detection to identify a change in the probability distribution when a malicious activity occurs.  ... 
doi:10.1109/globalsip.2013.6736855 dblp:conf/globalsip/CohenZS13 fatcat:mnyifhyx3nf3vezjl6ggqgliju

Stochastic surveillance strategies for spatial quickest detection

Vaibhav Srivastava, Fabio Pasqualetti, Francesco Bullo
2013 The international journal of robotics research  
We first determine optimal stationary policies that result in quickest detection of all anomalies.  ...  We present stochastic vehicle routing policies for detection of any number of anomalies in a set of regions of interest.  ...  We studied surveillance of multiple regions with a UAV and presented stochastic surveillance strategies that detect multiple anomalies in a set of regions in minimum time.  ... 
doi:10.1177/0278364913490322 fatcat:ttlwpnw3yrgldfvpo45xdhiecu

Stochastic surveillance strategies for spatial quickest detection

Vaibhav Srivastava, Francesco Bullo
2011 IEEE Conference on Decision and Control and European Control Conference  
We first determine optimal stationary policies that result in quickest detection of all anomalies.  ...  We present stochastic vehicle routing policies for detection of any number of anomalies in a set of regions of interest.  ...  We studied surveillance of multiple regions with a UAV and presented stochastic surveillance strategies that detect multiple anomalies in a set of regions in minimum time.  ... 
doi:10.1109/cdc.2011.6160479 dblp:conf/cdc/SrivastavaB11 fatcat:qaxhvdlp2vchfigajum6yyxrgq

Anomaly Detection via Feature-Aided Tracking and Hidden Markov Models

Satnam Singh, Haiying Tu, William Donat, Krishna Pattipati, Peter Willett
2009 IEEE transactions on systems, man and cybernetics. Part A. Systems and humans  
A procedure analogous to Page's test is used for the quickest detection of abnormal events.  ...  The problem of detecting an anomaly (or abnormal event) is such that the distribution of observations is different before and after an unknown onset time, and the objective is to detect the change by statistically  ...  In this paper, we propose to employ the well known Page's test [2] (an efficient scheme for quickest detection of a change in a distribution) to detect an anomaly (or abnormal event) when the pattern  ... 
doi:10.1109/tsmca.2008.2007944 fatcat:6zrxnqyxjjap3owvmjlutm4xje

Anomaly Detection via Feature-Aided Tracking and Hidden Markov Models

Satnam Singh, William Donat, Krishna Pattipati, Peter Willett, Haiying Tu
2007 2007 IEEE Aerospace Conference  
A procedure analogous to Page's test is used for the quickest detection of abnormal events.  ...  The problem of detecting an anomaly (or abnormal event) is such that the distribution of observations is different before and after an unknown onset time, and the objective is to detect the change by statistically  ...  In this paper, we propose to employ the well known Page's test [2] (an efficient scheme for quickest detection of a change in a distribution) to detect an anomaly (or abnormal event) when the pattern  ... 
doi:10.1109/aero.2007.352797 fatcat:lhpnten5yjdtzb4c4jv5auzwae

Stochastic Surveillance Strategies for Spatial Quickest Detection [article]

Vaibhav Srivastava and Fabio Pasqualetti and Francesco Bullo
2012 arXiv   pre-print
We design persistent surveillance strategies for the quickest detection of anomalies taking place in an environment of interest.  ...  We present joint (i) anomaly detection algorithms for the control center and (ii) vehicle routing policies.  ...  We study a spatial quickest detection problem with multiple vehicles, that is, the simultaneous quickest detection of anomalies at spatially distributed regions when the observations for anomaly detection  ... 
arXiv:1210.3438v1 fatcat:ismplauuwbhtfoi4mvnnn4o6vi

Online Nonparametric Anomaly Detection based on Geometric Entropy Minimization [article]

Yasin Yilmaz
2017 arXiv   pre-print
activity).  ...  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.  ...  Standard hypothesis testing (either fixed-sample-size or sequential [6] ) for anomaly detection (see (2) ) outputs a decision: nominal (φ = H 0 ) or anomalous (φ = H 1 ), whereas in change detection  ... 
arXiv:1704.03070v2 fatcat:xbpoconev5d7ffvlnkimrlosfa

Quickest detection of denial-of-service attacks in cognitive wireless networks

CaLynna Sorrells, Lijun Qian, Husheng Li
2012 2012 IEEE Conference on Technologies for Homeland Security (HST)  
Hence, in this paper, we formulate the detection of DOS attacks as a quickest detection problem, i.e., detect the abrupt changes in distributions of certain observables at the network layer with minimum  ...  For instance, the attackers may pretend to be a licensed primary user, and carry out the primary user emulation (PUE) attacks.  ...  Anomaly Detection in Computer Networks and Sensor Networks It is noticeable that quickest detection methods have been used for anomaly and attack detection in computer networks and distributed sensor networks  ... 
doi:10.1109/ths.2012.6459913 fatcat:y7yy2j5kr5hodo7io3ubuzwfdq

Anomaly Spectrum Usage Detection in Multihop Cognitive Radio Networks: A Cross-Layer Approach

Lijun Qian, Xiangfang Li, Shuangqing Wei
2013 Journal of Communications  
In this paper, we propose a crosslayer model for anomalous spectrum usage attacks detection with stealthy jammer as a prime example.  ...  Quickest detection technique is adopted and embedded in the proposed framework since the attacks usually happen at unknown time and are unpredictable due to the lack of prior knowledge of the attackers  ...  CaLynna Sorrells for performing some of the simulations in this study.  ... 
doi:10.12720/jcm.8.4.259-266 fatcat:mnfmf2kfxva6rctz3sn3cnq7ji

Sequential (Quickest) Change Detection: Classical Results and New Directions [article]

Liyan Xie, Shaofeng Zou, Yao Xie, Venugopal V. Veeravalli
2021 arXiv   pre-print
Online detection of changes in stochastic systems, referred to as sequential change detection or quickest change detection, is an important research topic in statistics, signal processing, and information  ...  This survey starts with the basics of sequential change detection, and then moves on to generalizations and extensions of sequential change detection theory and methods.  ...  ACKNOWLEDGEMENT The authors are grateful to the Guest Editor and the anonymous reviewers for their helpful comments.  ... 
arXiv:2104.04186v1 fatcat:ypxkrjyyf5dprpsc5b4kxxrnhm

A case study in robust quickest detection for hidden Markov models

Aliaa Atwi, Ketan Savla, Munther A. Dahleh
2011 Proceedings of the 2011 American Control Conference  
We assess the feasibility of two quickest detection frameworks recently suggested.  ...  The real data set is modeled using hidden Markov models (HMMs), and rare event detection is viewed as a variant of the quickest detection problem.  ...  First, we use quickest detection as a method for detecting rare events in real data.  ... 
doi:10.1109/acc.2011.5991027 fatcat:nd57ngbicbfqdkultjg2axqo3m

Quickest Localization of Anomalies in Power Grids: A Stochastic Graphical Framework [article]

Javad Heydari, Ali Tajer
2017 arXiv   pre-print
We provide a general theory for the quickest anomaly localization and also investigate its application for quickest line outage localization.  ...  The process resumes until the location of the anomaly can be identified with desired reliability.  ...  By denoting the true event by T ∈ R, detecting and localizing anomalies can be cast as the following multi-hypothesis testing problem: H k : T = R k , for k ∈ {0, . . . , M } . (8) When an anomaly occurs  ... 
arXiv:1702.01576v1 fatcat:veahcbbr7ngizomi2xbwtqzxrm

Optimal Index Policies for Anomaly Localization in Resource-Constrained Cyber Systems

Kobi Cohen, Qing Zhao, Ananthram Swami
2014 IEEE Transactions on Signal Processing  
The problem of anomaly localization in a resource-constrained cyber system is considered. Each anomalous component of the system incurs a cost per unit time until its anomaly is identified and fixed.  ...  The problem under study also finds applications in spectrum scanning in cognitive radio networks and event detection in sensor networks.  ...  The anomaly detection problem can be considered as a special case of active hypothesis testing in which the decision maker chooses and dynamically changes its observation model among a set of observation  ... 
doi:10.1109/tsp.2014.2332982 fatcat:nrumt2glrzg7pi3lqtwyhpy4wu
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