Chen-Nee Chuah — Page 2

arXiv2017

Optimal Nested Test Plan for Combinatorial Quantitative Group Testing

We consider the quantitative group testing problem where the objective is to identify defective items in a given population based on results of tests performed on subsets of the population. Under the quantitative group testing model, the result of each test reveals the number of defective items in the tested group. The minimum number of tests achievable by nested test plans was established by Aigner and Schughart in 1985 within a minimax framework. The optimal nested test plan offering this performance, however, was not obtained. In this work, we establish the optimal nested test plan in closed form. This optimal nested test plan is also order optimal among all test plans as the population size approaches infinity. Using heavy-hitter detection as a case study, we show via simulation examples orders of magnitude improvement of the group testing approach over two prevailing sampling-based approaches in detection accuracy and counter consumption. Other applications include anomaly detection and wideband spectrum sensing in cognitive radio systems.

cs.IT↗

arXiv2017

Anomaly Detection in Hierarchical Data Streams under Unknown Models

We consider the problem of detecting a few targets among a large number of hierarchical data streams. The data streams are modeled as random processes with unknown and potentially heavy-tailed distributions. The objective is an active inference strategy that determines, sequentially, which data stream to collect samples from in order to minimize the sample complexity under a reliability constraint. We propose an active inference strategy that induces a biased random walk on the tree-structured hierarchy based on confidence bounds of sample statistics. We then establish its order optimality in terms of both the size of the search space (i.e., the number of data streams) and the reliability requirement. The results find applications in hierarchical heavy hitter detection, noisy group testing, and adaptive sampling for active learning, classification, and stochastic root finding.

cs.LG↗