Conveners
Breakdown detection
- Chair: Sabine Mercier (CNRS, Institut de Mathématiques Toulouse)
Multiple statistically independent data streams are being observed sequentially and we are interested in detecting, as soon as possible, a change in their statistical behavior. We study two different formulations of the change detection problem. 1) In the first a change appears at a single unknown stream but then the change starts switching from one stream to the other following a switching...
Bersimis et al. (2007) motivated by Woodall and Montgomery (1999) statement published an extensive review paper of the field of MSPM. According to Bersimis et al. (2007) open problems in the field of MSPM, among others are robust design of monitoring procedures and non-parametric control charts. In this work, we introduce a non-parametric control scheme based on convex hulls. The proposed...
Detecting abrupt structural changes in a dynamic graph is a classic problem in statistics and machine learning. In this talk, we present an online network structure change detection algorithm called spectral-CUSUM to detect such changes through a subspace projection procedure based on the Gaussian model setting. Theoretical analysis is provided to characterize the average run length (ARL) and...