Date: Tuesday, February 18, 2020, at 11 a.m.

Location: Merckstraße 25 (S3|06, Room 249)

Speaker: Visa Koivunen, Aalto University, Finland

Title: Multiple Change-Point Detection with Limited Communication

Abstract

In many modern applications including IoT, large-scale sensor networks are used to perform statistical inference tasks. The real-time detection of changes, adversarial activities or emergencies is an important problem in such sensor networks. In this work, we develop methods for multiple change-point detection using a sensor network in which a fusion center (FC) can receive a data stream from each sensor. Due to communication limitations and very large number of sensors, the FC monitors only a subset of the sensors at each time slot. Since the number of change points can be high, we use multiple hypothesis testing and adopt the false discovery rate (FDR) criterion for controlling the rate of false alarms, while minimizing the average detection delay (ADD). We propose both deterministic and Bayesian detection procedures that handle the communication limitations by monitoring the subset of the sensors with the highest posterior probabilities of change points having occurred. This monitoring policy aims to minimize the delay between the occurrence of each change point and its declaration using the corresponding posterior probabilities. We analytically shown that both procedures control the FDR under a specified tolerated level and are also scalable in the sense that they attain an ADD that does not increase asymptotically with the number of sensors. In addition, it is demonstrated that the proposed detection procedures are useful for trading off between reduced ADD and reduced average number of observations drawn until discovery. Numerical simulations are conducted for validating the analytical results and for demonstrating the properties of the proposed procedures.

This is joint work with Dr. Eyal Nitzan and Topi Halme from Aalto University.

Speaker's Biography

Visa Koivunen (IEEE Fellow) received his D.Sc. (EE) degree with honors from the University of Oulu, Finland, Dept. of Electrical Engineering. He received the primus doctor award among the doctoral graduates in years 1989-1994. He is a member of Eta Kappa Nu. From 1992 to 1995 he was a visiting researcher at the University of Pennsylvania, Philadelphia, USA. Since 1999 he has been a full Professor of Signal Processing at Aalto University (formerly known as Helsinki Univ of Technology), Finland. He received the Academy professor position (distinguished professor nominated by the Academy of Finland). He was one of the Principal Investigators in SMARAD Center of Excellence in Research nominated by the Academy of Finland. Years 2003-2006 he was adjunct full professor at the Moore School of Electrical Engineering, University of Pennsylvania, Philadelphia, USA. During his sabbatical term in 2006-2007 he was a visiting fellow at Princeton University, NJ, USA. He has also been a part-time Visiting Fellow at Nokia Research Center (2006-2012). Since 2010 he has been visiting fellow (part-time) at Princeton University and spent a full sabbatical at Princeton University for the academic year 2013-2014 and yearly mini-sabbaticals of 1-3 months.

He has served as an associate editor for IEEE Signal Processing Letters and IEEE Transactions on Signal Processing. He has served as co-editor for two IEEE JSTSP special issues. He was a member of editorial board for IEEE Signal Processing Magazine. He has been a member of the IEEE Signal Processing Society technical committees SPCOM-TC and SAM-TC and AESS Radar TC. He was the general chair of the IEEE SPAWC 2007 conference in Helsinki, Finland June 2007. He was the Technical Program Chair for the IEEE SPAWC 2015 in Stockholm. He was the General Chair of 2018 Asilomar Conference. He was a member of IEEE Joseph Fourier Award committee. In 2016-2019 he was a member and vice-chair of the IEEE SPS Fellow evaluation committee.

Dr. Koivunen's research interest include statistical, communications, sensor array and multichannel signal processing and their applications in wireless comms, future radar systems, cyber-physical systems such as smart grid and large-scale data analytics. He has published more than 400 papers in international scientific conferences and journals and holds 6 patents. He has advised 28 doctoral theses in these research topics. He co-authored the papers receiving the best paper award in IEEE PIMRC 2005, EUSIPCO'2006,EUCAP (European Conference on Antennas and Propagation) 2006 and COCORA 2012. He has been awarded the IEEE Signal Processing Society best paper award for the year 2007 (with J. Eriksson) and for the second time in 2017 (with Zoubir et al). He has been awarded the 2015 EURASIP (European Association for Signal Processing) Technical Achievement Award for fundamental contributions to statistical signal processing and its applications in wireless communications, radar and related fields. In 2015-2016 he served as IEEE Distinguished Lecturer of signal processing society. His h-index is currently 50 with about 11100 citations.

Everybody is cordially invited to attend this talk.