{"id":"https://openalex.org/W2028132509","doi":"https://doi.org/10.1109/tit.2012.2201375","title":"Sequential Anomaly Detection in the Presence of Noise and Limited Feedback","display_name":"Sequential Anomaly Detection in the Presence of Noise and Limited Feedback","publication_year":2012,"publication_date":"2012-05-30","ids":{"openalex":"https://openalex.org/W2028132509","doi":"https://doi.org/10.1109/tit.2012.2201375","mag":"2028132509"},"language":"en","primary_location":{"id":"doi:10.1109/tit.2012.2201375","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tit.2012.2201375","pdf_url":null,"source":{"id":"https://openalex.org/S4502562","display_name":"IEEE Transactions on Information Theory","issn_l":"0018-9448","issn":["0018-9448","1557-9654"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Information Theory","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/0911.2904","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"Maxim Raginsky","orcid":null},"institutions":[{"id":"https://openalex.org/I157725225","display_name":"University of Illinois Urbana-Champaign","ror":"https://ror.org/047426m28","country_code":"US","type":"education","lineage":["https://openalex.org/I157725225"]},{"id":"https://openalex.org/I170897317","display_name":"Duke University","ror":"https://ror.org/00py81415","country_code":"US","type":"education","lineage":["https://openalex.org/I170897317"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Maxim Raginsky","raw_affiliation_strings":["Department of Electrical and Computer Engineering and the Coordinated ScienceLaboratory, University of Illinois, Urbana-Champaign, Champaign, IL, USA","Department of Electrical and Computer Engineering, Duke University, Durham, NC, USA"],"affiliations":[{"raw_affiliation_string":"Department of Electrical and Computer Engineering and the Coordinated ScienceLaboratory, University of Illinois, Urbana-Champaign, Champaign, IL, USA","institution_ids":["https://openalex.org/I157725225"]},{"raw_affiliation_string":"Department of Electrical and Computer Engineering, Duke University, Durham, NC, USA","institution_ids":["https://openalex.org/I170897317"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Rebecca M. Willett","orcid":null},"institutions":[{"id":"https://openalex.org/I170897317","display_name":"Duke University","ror":"https://ror.org/00py81415","country_code":"US","type":"education","lineage":["https://openalex.org/I170897317"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Rebecca M. Willett","raw_affiliation_strings":["Department of Electrical and Computer Engineering, Duke University, Durham, NC, USA"],"affiliations":[{"raw_affiliation_string":"Department of Electrical and Computer Engineering, Duke University, Durham, NC, USA","institution_ids":["https://openalex.org/I170897317"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Corinne Horn","orcid":null},"institutions":[{"id":"https://openalex.org/I97018004","display_name":"Stanford University","ror":"https://ror.org/00f54p054","country_code":"US","type":"education","lineage":["https://openalex.org/I97018004"]},{"id":"https://openalex.org/I170897317","display_name":"Duke University","ror":"https://ror.org/00py81415","country_code":"US","type":"education","lineage":["https://openalex.org/I170897317"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Corinne Horn","raw_affiliation_strings":["Department of Electrical and Computer Engineering, Duke University, Durham, NC, USA","Department of Electrical and Computer Engineering, University of Stanford, Stanford, CA, USA"],"affiliations":[{"raw_affiliation_string":"Department of Electrical and Computer Engineering, Duke University, Durham, NC, USA","institution_ids":["https://openalex.org/I170897317"]},{"raw_affiliation_string":"Department of Electrical and Computer Engineering, University of Stanford, Stanford, CA, USA","institution_ids":["https://openalex.org/I97018004"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Jorge Silva","orcid":null},"institutions":[{"id":"https://openalex.org/I170897317","display_name":"Duke University","ror":"https://ror.org/00py81415","country_code":"US","type":"education","lineage":["https://openalex.org/I170897317"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Jorge Silva","raw_affiliation_strings":["Department of Electrical and Computer Engineering, Duke University, Durham, NC, USA"],"affiliations":[{"raw_affiliation_string":"Department of Electrical and Computer Engineering, Duke University, Durham, NC, USA","institution_ids":["https://openalex.org/I170897317"]}]},{"author_position":"last","author":{"id":null,"display_name":"Roummel F. Marcia","orcid":null},"institutions":[{"id":"https://openalex.org/I156087764","display_name":"University of California, Merced","ror":"https://ror.org/00d9ah105","country_code":"US","type":"education","lineage":["https://openalex.org/I156087764"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Roummel F. Marcia","raw_affiliation_strings":["School of Natural Sciences, University of California, Merced, CA, USA"],"affiliations":[{"raw_affiliation_string":"School of Natural Sciences, University of California, Merced, CA, USA","institution_ids":["https://openalex.org/I156087764"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I157725225","https://openalex.org/I170897317"],"apc_list":null,"apc_paid":null,"fwci":2.0726,"has_fulltext":false,"cited_by_count":39,"citation_normalized_percentile":{"value":0.87462517,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"58","issue":"8","first_page":"5544","last_page":"5562"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.8769000172615051,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.8769000172615051,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12761","display_name":"Data Stream Mining Techniques","score":0.014000000432133675,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11652","display_name":"Imbalanced Data Classification Techniques","score":0.012600000016391277,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/sublinear-function","display_name":"Sublinear function","score":0.7742999792098999},{"id":"https://openalex.org/keywords/regret","display_name":"Regret","score":0.6934999823570251},{"id":"https://openalex.org/keywords/noise","display_name":"Noise (video)","score":0.5202999711036682},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.4293999969959259},{"id":"https://openalex.org/keywords/binary-number","display_name":"Binary number","score":0.4293000102043152},{"id":"https://openalex.org/keywords/exponential-function","display_name":"Exponential function","score":0.4156000018119812},{"id":"https://openalex.org/keywords/convex-combination","display_name":"Convex combination","score":0.4068000018596649},{"id":"https://openalex.org/keywords/minimax","display_name":"Minimax","score":0.39340001344680786},{"id":"https://openalex.org/keywords/exponential-distribution","display_name":"Exponential distribution","score":0.38690000772476196},{"id":"https://openalex.org/keywords/upper-and-lower-bounds","display_name":"Upper and lower bounds","score":0.3824000060558319}],"concepts":[{"id":"https://openalex.org/C117160843","wikidata":"https://www.wikidata.org/wiki/Q338652","display_name":"Sublinear function","level":2,"score":0.7742999792098999},{"id":"https://openalex.org/C50817715","wikidata":"https://www.wikidata.org/wiki/Q79895177","display_name":"Regret","level":2,"score":0.6934999823570251},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.5202999711036682},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4814999997615814},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.44940000772476196},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4339999854564667},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.4293999969959259},{"id":"https://openalex.org/C48372109","wikidata":"https://www.wikidata.org/wiki/Q3913","display_name":"Binary number","level":2,"score":0.4293000102043152},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.4156000018119812},{"id":"https://openalex.org/C111110010","wikidata":"https://www.wikidata.org/wiki/Q2627315","display_name":"Convex combination","level":4,"score":0.4068000018596649},{"id":"https://openalex.org/C149728462","wikidata":"https://www.wikidata.org/wiki/Q751319","display_name":"Minimax","level":2,"score":0.39340001344680786},{"id":"https://openalex.org/C55350006","wikidata":"https://www.wikidata.org/wiki/Q237193","display_name":"Exponential distribution","level":2,"score":0.38690000772476196},{"id":"https://openalex.org/C77553402","wikidata":"https://www.wikidata.org/wiki/Q13222579","display_name":"Upper and lower bounds","level":2,"score":0.3824000060558319},{"id":"https://openalex.org/C2777548347","wikidata":"https://www.wikidata.org/wiki/Q5456937","display_name":"Flagging","level":2,"score":0.3813999891281128},{"id":"https://openalex.org/C157972887","wikidata":"https://www.wikidata.org/wiki/Q463359","display_name":"Convex optimization","level":3,"score":0.3781000077724457},{"id":"https://openalex.org/C90673727","wikidata":"https://www.wikidata.org/wiki/Q901718","display_name":"Product (mathematics)","level":2,"score":0.35830000042915344},{"id":"https://openalex.org/C739882","wikidata":"https://www.wikidata.org/wiki/Q3560506","display_name":"Anomaly detection","level":2,"score":0.35030001401901245},{"id":"https://openalex.org/C2779190172","wikidata":"https://www.wikidata.org/wiki/Q4913888","display_name":"Binary data","level":3,"score":0.34950000047683716},{"id":"https://openalex.org/C2780586882","wikidata":"https://www.wikidata.org/wiki/Q7520643","display_name":"Simple (philosophy)","level":2,"score":0.3483999967575073},{"id":"https://openalex.org/C58948655","wikidata":"https://www.wikidata.org/wiki/Q7604392","display_name":"Statistical distance","level":3,"score":0.3368000090122223},{"id":"https://openalex.org/C55974624","wikidata":"https://www.wikidata.org/wiki/Q1188504","display_name":"Exponential family","level":2,"score":0.33570000529289246},{"id":"https://openalex.org/C774472","wikidata":"https://www.wikidata.org/wiki/Q6760393","display_name":"Margin (machine learning)","level":2,"score":0.3352999985218048},{"id":"https://openalex.org/C167928553","wikidata":"https://www.wikidata.org/wiki/Q1376021","display_name":"Estimation theory","level":2,"score":0.32760000228881836},{"id":"https://openalex.org/C173801870","wikidata":"https://www.wikidata.org/wiki/Q201413","display_name":"Heuristic","level":2,"score":0.31380000710487366},{"id":"https://openalex.org/C29265498","wikidata":"https://www.wikidata.org/wiki/Q7047719","display_name":"Noise measurement","level":3,"score":0.30869999527931213},{"id":"https://openalex.org/C149441793","wikidata":"https://www.wikidata.org/wiki/Q200726","display_name":"Probability distribution","level":2,"score":0.3068999946117401},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.30480000376701355},{"id":"https://openalex.org/C52622258","wikidata":"https://www.wikidata.org/wiki/Q131222","display_name":"Information theory","level":2,"score":0.30079999566078186},{"id":"https://openalex.org/C136197465","wikidata":"https://www.wikidata.org/wiki/Q1729295","display_name":"Variety (cybernetics)","level":2,"score":0.30070000886917114},{"id":"https://openalex.org/C2777317252","wikidata":"https://www.wikidata.org/wiki/Q18393516","display_name":"Rare events","level":2,"score":0.30070000886917114},{"id":"https://openalex.org/C110121322","wikidata":"https://www.wikidata.org/wiki/Q865811","display_name":"Distribution (mathematics)","level":2,"score":0.2782000005245209},{"id":"https://openalex.org/C2778067643","wikidata":"https://www.wikidata.org/wiki/Q166507","display_name":"Interval (graph theory)","level":2,"score":0.2759000062942505},{"id":"https://openalex.org/C2776291640","wikidata":"https://www.wikidata.org/wiki/Q2912517","display_name":"Value (mathematics)","level":2,"score":0.27000001072883606},{"id":"https://openalex.org/C148043351","wikidata":"https://www.wikidata.org/wiki/Q4456944","display_name":"Current (fluid)","level":2,"score":0.2597000002861023},{"id":"https://openalex.org/C67226441","wikidata":"https://www.wikidata.org/wiki/Q1665389","display_name":"Robust statistics","level":3,"score":0.25839999318122864},{"id":"https://openalex.org/C196921405","wikidata":"https://www.wikidata.org/wiki/Q786431","display_name":"Online algorithm","level":2,"score":0.25609999895095825},{"id":"https://openalex.org/C12997251","wikidata":"https://www.wikidata.org/wiki/Q567560","display_name":"Anomaly (physics)","level":2,"score":0.2551000118255615},{"id":"https://openalex.org/C13944312","wikidata":"https://www.wikidata.org/wiki/Q7512748","display_name":"Signal-to-noise ratio (imaging)","level":2,"score":0.2547000050544739},{"id":"https://openalex.org/C23130292","wikidata":"https://www.wikidata.org/wiki/Q5275358","display_name":"Differential privacy","level":2,"score":0.2524000108242035}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/tit.2012.2201375","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tit.2012.2201375","pdf_url":null,"source":{"id":"https://openalex.org/S4502562","display_name":"IEEE Transactions on Information Theory","issn_l":"0018-9448","issn":["0018-9448","1557-9654"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Information Theory","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:0911.2904","is_oa":true,"landing_page_url":"http://arxiv.org/abs/0911.2904","pdf_url":"https://arxiv.org/pdf/0911.2904","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":null,"raw_type":"text"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:0911.2904","is_oa":true,"landing_page_url":"http://arxiv.org/abs/0911.2904","pdf_url":"https://arxiv.org/pdf/0911.2904","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":33,"referenced_works":["https://openalex.org/W1503425191","https://openalex.org/W1506313179","https://openalex.org/W1570963478","https://openalex.org/W1573874356","https://openalex.org/W1724735345","https://openalex.org/W1970041563","https://openalex.org/W1992208280","https://openalex.org/W2016384870","https://openalex.org/W2033468335","https://openalex.org/W2035240728","https://openalex.org/W2040335964","https://openalex.org/W2060918050","https://openalex.org/W2102179694","https://openalex.org/W2122646361","https://openalex.org/W2125637970","https://openalex.org/W2128208871","https://openalex.org/W2133081350","https://openalex.org/W2135912864","https://openalex.org/W2149988068","https://openalex.org/W2154473414","https://openalex.org/W2155832272","https://openalex.org/W2160570986","https://openalex.org/W2161704742","https://openalex.org/W2294584261","https://openalex.org/W3047377476","https://openalex.org/W4250589301","https://openalex.org/W4293052541","https://openalex.org/W6602391300","https://openalex.org/W6636209487","https://openalex.org/W6674800254","https://openalex.org/W6682227116","https://openalex.org/W6684957177","https://openalex.org/W6829339502"],"related_works":[],"abstract_inverted_index":{"This":[0],"paper":[1],"describes":[2],"a":[3,27,59,121,212],"methodology":[4],"for":[5],"detecting":[6],"anomalies":[7,52],"from":[8,42,73,148,211],"sequentially":[9],"observed":[10],"and":[11,46,61,100,126,128,140,200],"potentially":[12],"noisy":[13,44],"data.":[14],"The":[15,64],"proposed":[16,111],"approach":[17,112],"consists":[18],"of":[19,109,124,164,178,191,218],"two":[20],"main":[21],"elements:":[22],"1)":[23],"filtering,":[24],"or":[25,29,49],"assigning":[26],"belief":[28,57],"likelihood":[30],"to":[31,39,186,196],"each":[32],"successive":[33],"measurement":[34],"based":[35,68],"upon":[36],"our":[37],"ability":[38],"predict":[40],"it":[41],"previous":[43],"observations":[45,99],"2)":[47],"hedging,":[48],"flagging":[50],"potential":[51],"by":[53],"comparing":[54],"the":[55,70,107,110,149,154,161,165,176,182,187,192,205,225],"current":[56,98],"against":[58,137,156],"time-varying":[60,213],"data-adaptive":[62],"threshold.":[63],"threshold":[65,193],"is":[66],"adjusted":[67],"on":[69,86,175,207,224],"available":[71],"feedback":[72,201],"an":[74],"end":[75],"user.":[76],"Our":[77],"algorithms,":[78],"which":[79,116,129],"combine":[80],"universal":[81],"prediction":[82],"with":[83,145,160,194],"recent":[84],"work":[85],"online":[87,167],"convex":[88,169],"programming,":[89],"do":[90],"not":[91],"require":[92],"computing":[93],"posterior":[94],"distributions":[95,144,158],"given":[96],"all":[97,197],"involve":[101],"simple":[102],"primal-dual":[103],"parameter":[104],"updates.":[105],"At":[106],"heart":[108],"lie":[113],"exponential-family":[114],"models":[115],"can":[117],"be":[118],"used":[119],"in":[120],"wide":[122],"variety":[123],"contexts":[125],"applications,":[127],"yield":[130],"methods":[131],"that":[132],"achieve":[133],"sublinear":[134],"per-round":[135],"regret":[136,155],"both":[138],"static":[139,157],"slowly":[141],"varying":[142],"product":[143],"marginals":[146],"drawn":[147,210],"same":[150],"exponential":[151],"family.":[152],"Moreover,":[153],"coincides":[159],"minimax":[162],"value":[163],"corresponding":[166],"strongly":[168],"game.":[170],"We":[171,203],"also":[172],"prove":[173],"bounds":[174],"number":[177],"mistakes":[179],"made":[180],"during":[181],"hedging":[183],"step":[184],"relative":[185],"best":[188],"offline":[189],"choice":[190],"access":[195],"estimated":[198],"beliefs":[199],"signals.":[202],"validate":[204],"theory":[206],"synthetic":[208],"data":[209],"distribution":[214],"over":[215],"binary":[216],"vectors":[217],"high":[219],"dimensionality,":[220],"as":[221,223],"well":[222],"Enron":[226],"email":[227],"dataset.":[228]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":4},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":6},{"year":2017,"cited_by_count":7},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":2},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":1}],"updated_date":"2026-03-20T23:20:44.827607","created_date":"2016-06-24T00:00:00"}
