Universal quickest outlier detection and isolation

Sirin Nitinawarat, Venugopal V. Veeravalli

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Quickest outlier detection and isolation is studied in universal settings. Initially, multiple data streams are commonly distributed according to a 'typical' distribution. At the change time, an outlier stream emerges and starts to be distributed according to the 'outlier' distribution, while the rest of the streams remain to be distributed according to the typical one. Two tests are proposed to quickly isolate the outlier. The first test is shown to be asymptotically optimal universally when only the typical distribution is known, and in the limit of the large number of streams when neither the outlier nor typical distribution is known. The performance of the second test, which is more practical, is also characterized.

Original languageEnglish (US)
Title of host publicationProceedings - 2015 IEEE International Symposium on Information Theory, ISIT 2015
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages770-774
Number of pages5
ISBN (Electronic)9781467377041
DOIs
StatePublished - Sep 28 2015
EventIEEE International Symposium on Information Theory, ISIT 2015 - Hong Kong, Hong Kong
Duration: Jun 14 2015Jun 19 2015

Publication series

NameIEEE International Symposium on Information Theory - Proceedings
Volume2015-June
ISSN (Print)2157-8095

Other

OtherIEEE International Symposium on Information Theory, ISIT 2015
CountryHong Kong
CityHong Kong
Period6/14/156/19/15

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Information Systems
  • Modeling and Simulation
  • Applied Mathematics

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  • Cite this

    Nitinawarat, S., & Veeravalli, V. V. (2015). Universal quickest outlier detection and isolation. In Proceedings - 2015 IEEE International Symposium on Information Theory, ISIT 2015 (pp. 770-774). [7282559] (IEEE International Symposium on Information Theory - Proceedings; Vol. 2015-June). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ISIT.2015.7282559