Decentralized Sequential Hypothesis Testing using Asynchronous Communication

基于秩的统计方法的异步八卦算法

Asynchronous Gossip Algorithms for Rank-Based Statistical Methods

本文提出异步八卦算法以计算基于秩的稳健统计量，首次用于Wilcoxon秩和检验，并提供收敛性保证与实验验证。

具有异步决策的渐近最优序贯多重检验

Asymptotically Optimal Sequential Multiple Testing with Asynchronous Decisions

针对独立序贯数据流的异步多重检验问题，提出一种在任意信号数先验界和弱分布假设下渐近最小化各数据流期望决策时间的新程序，并量化同步/去中心化限制的代价。

Sequential and Decentralized Estimation of Linear Regression Parameters in Wireless Sensor Networks

Sequential estimation of a vector of linear regression coefficients is considered under both centralized and decentralized setups. In sequential estimation, the number of observations used for estimation is determined by the observed samples, hence is random, as opposed to fixed-sample-size estimation. Specifically, after receiving a new sample, if a target accuracy level is reached, we stop and estimate using the samples collected so far; otherwise we continue to receive another sample. It is known that finding an optimum sequential estimator, which minimizes the average sample number for a g…

Decentralized Sequential Composite Hypothesis Test Based on One-Bit Communication

This paper considers the sequential composite hypothesis test with multiple sensors. The sensors observe random samples in parallel and communicate with a fusion center, who makes the global decision based on the sensor inputs. On one hand, in the centralized scenario, where local samples are precisely transmitted to the fusion center, the generalized sequential likelihood ratio test (GSPRT) is shown to be asymptotically optimal in terms of the expected sample size as error rates tend to zero. On the other hand, for systems with limited power and bandwidth resources, decentralized solutions th…

Asynchronous Multi-Sensor Change-Point Detection for Seismic Tremors

We consider the sequential change-point detection for asynchronous multi-sensors, where each sensor observe a signal (due to change-point) at different times. We propose an asynchronous Subspace-CUSUM procedure based on jointly estimating the unknown signal waveform and the unknown relative delays between the sensors. Using the estimated delays, we can align signals and use the subspace to combine the multiple sensor observations. We derive the optimal drift parameter for the proposed procedure, and characterize the relationship between the expected detection delay, average run length (of fals…

Bandwidth and Energy Efficient Decentralized Sequential Change Detection

The problem of decentralized sequential change detection is considered, where an abrupt change occurs in an area monitored by a number of sensors; the sensors transmit their data to a fusion center, subject to bandwidth and energy constraints, and the fusion center is responsible for detecting the change as soon as possible. A novel sequential detection rule is proposed that requires communication from the sensors at random times and transmission of only low-bit messages, on which the fusion center runs in parallel a CUSUM test. The second-order asymptotic optimality of the proposed scheme is …