Bayesian Multiple Change-Point Detection with Limited Communication

Topi Halme, Eyal Nitzan, H. Vincent Poor, Visa Koivunen

Tutkimustuotos: Artikkeli kirjassa/konferenssijulkaisussaConference contributionScientificvertaisarvioitu

2 Sitaatiot (Scopus)

Abstrakti

Several modern applications involve large-scale sensor networks for statistical inference. For example, such sensor networks are of significant interest for Internet of Things applications. In this paper, we consider Bayesian multiple changepoint detection using a sensor network in which a fusion center can receive a data stream from each sensor. Due to communication limitations, the fusion center monitors only a subset of the data streams at each time slot. We propose a detection procedure that handles these limitations by monitoring the sensors with the highest posterior probabilities of change points having occurred. It is shown that the proposed procedure attains an average detection delay that does not increase with the number of sensors, while controlling the false discovery rate. The proposed procedure is also shown to be useful for unveiling the tradeoff between reducing the average detection delay and reducing the average number of observations drawn until discovery.

AlkuperäiskieliEnglanti
Otsikko2020 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2020 - Proceedings
KustantajaIEEE
Sivut5490-5494
Sivumäärä5
ISBN (elektroninen)9781509066315
DOI - pysyväislinkit
TilaJulkaistu - toukok. 2020
OKM-julkaisutyyppiA4 Artikkeli konferenssijulkaisuussa
TapahtumaIEEE International Conference on Acoustics, Speech, and Signal Processing - Virtual conference, Barcelona, Espanja
Kesto: 4 toukok. 20208 toukok. 2020
Konferenssinumero: 45

Julkaisusarja

NimiProceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing
ISSN (painettu)1520-6149
ISSN (elektroninen)2379-190X

Conference

ConferenceIEEE International Conference on Acoustics, Speech, and Signal Processing
LyhennettäICASSP
Maa/AlueEspanja
KaupunkiBarcelona
Ajanjakso04/05/202008/05/2020
MuuVirtual conference

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