Bayesian Multiple Change-Point Detection with Limited Communication

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

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

1 Scopus citations

Abstract

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.

Original languageEnglish (US)
Title of host publication2020 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2020 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages5490-5494
Number of pages5
ISBN (Electronic)9781509066315
DOIs
StatePublished - May 2020
Event2020 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2020 - Barcelona, Spain
Duration: May 4 2020May 8 2020

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume2020-May
ISSN (Print)1520-6149

Conference

Conference2020 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2020
CountrySpain
CityBarcelona
Period5/4/205/8/20

All Science Journal Classification (ASJC) codes

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

Keywords

  • Sensor networks
  • average detection delay
  • communication limitations
  • false discovery rate
  • multiple change-point detection

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