TY - GEN
T1 - A Consensus-based Approach for Distributed Quickest Detection of Significant Events in Networks
AU - Li, Jian
AU - Towsley, Don
AU - Zou, Shaofeng
AU - Veeravalli, Venugopal V.
AU - Ciocarlie, Gabriela
N1 - Publisher Copyright:
© 2019 IEEE.
PY - 2019/11
Y1 - 2019/11
N2 - This paper studies the problem of quickest detection of significant events in networks, where nodes undergo a change in the data generating the distributions of their observations due to events that occurred at some unknown time. Events can propagate dynamically along edges in the network to affect more nodes over time; however, the propagation dynamics are assumed to be unknown. A consensus-based distributed-detection algorithm is proposed to detect a 'significant' event, i.e., at least η nodes have been affected by the event, as quickly as possible, subject to false alarm constraints. It is shown that the proposed distributed algorithm achieves an equivalent performance to that of a centralized algorithm, which was shown to be first-order asymptotically optimal, as the false alarm rate goes to zero. Finally, numerical experiments are provided to evaluate the efficiency of the proposed algorithm.
AB - This paper studies the problem of quickest detection of significant events in networks, where nodes undergo a change in the data generating the distributions of their observations due to events that occurred at some unknown time. Events can propagate dynamically along edges in the network to affect more nodes over time; however, the propagation dynamics are assumed to be unknown. A consensus-based distributed-detection algorithm is proposed to detect a 'significant' event, i.e., at least η nodes have been affected by the event, as quickly as possible, subject to false alarm constraints. It is shown that the proposed distributed algorithm achieves an equivalent performance to that of a centralized algorithm, which was shown to be first-order asymptotically optimal, as the false alarm rate goes to zero. Finally, numerical experiments are provided to evaluate the efficiency of the proposed algorithm.
KW - Anomaly detection
KW - consensus algorithm
KW - distributed algorithm
KW - quickest change detection
KW - sequential change detection
UR - https://www.scopus.com/pages/publications/85083305209
U2 - 10.1109/IEEECONF44664.2019.9048991
DO - 10.1109/IEEECONF44664.2019.9048991
M3 - Conference contribution
AN - SCOPUS:85083305209
T3 - Conference Record - Asilomar Conference on Signals, Systems and Computers
SP - 1881
EP - 1884
BT - Conference Record of the 53rd Asilomar Conference on Signals, Systems and Computers, ACSSC 2019
A2 - Matthews, Michael B.
PB - IEEE Computer Society
T2 - 53rd Asilomar Conference on Signals, Systems, and Computers, ACSSC 2019
Y2 - 3 November 2019 through 6 November 2019
ER -