Universal quickest outlier detection and isolation

Sirin Nitinawarat; Venugopal V. Veeravalli

doi:10.1109/ISIT.2015.7282559

Universal quickest outlier detection and isolation

Sirin Nitinawarat, Venugopal V. Veeravalli

Research output: Chapter in Book/Report/Conference proceeding › Conference 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 language	English (US)
Title of host publication	Proceedings - 2015 IEEE International Symposium on Information Theory, ISIT 2015
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	770-774
Number of pages	5
ISBN (Electronic)	9781467377041
DOIs	https://doi.org/10.1109/ISIT.2015.7282559
State	Published - Sep 28 2015
Event	IEEE International Symposium on Information Theory, ISIT 2015 - Hong Kong, Hong Kong Duration: Jun 14 2015 → Jun 19 2015

Publication series

Name	IEEE International Symposium on Information Theory - Proceedings
Volume	2015-June
ISSN (Print)	2157-8095

Other

Other	IEEE International Symposium on Information Theory, ISIT 2015
Country/Territory	Hong Kong
City	Hong Kong
Period	6/14/15 → 6/19/15

ASJC Scopus subject areas

Theoretical Computer Science
Information Systems
Modeling and Simulation
Applied Mathematics

Online availability

10.1109/ISIT.2015.7282559

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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). Article 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

Universal quickest outlier detection and isolation. / Nitinawarat, Sirin; Veeravalli, Venugopal V.
Proceedings - 2015 IEEE International Symposium on Information Theory, ISIT 2015. Institute of Electrical and Electronics Engineers Inc., 2015. p. 770-774 7282559 (IEEE International Symposium on Information Theory - Proceedings; Vol. 2015-June).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Nitinawarat, S & Veeravalli, VV 2015, Universal quickest outlier detection and isolation. in Proceedings - 2015 IEEE International Symposium on Information Theory, ISIT 2015., 7282559, IEEE International Symposium on Information Theory - Proceedings, vol. 2015-June, Institute of Electrical and Electronics Engineers Inc., pp. 770-774, IEEE International Symposium on Information Theory, ISIT 2015, Hong Kong, Hong Kong, 6/14/15. https://doi.org/10.1109/ISIT.2015.7282559

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Universal quickest outlier detection and isolation

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