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The monitoring of data streams with a network structure have drawn increasing attention due to its wide applications in modern process control. In these applications, high-dimensional sensor nodes are interconnected with an underlying network topology. In such a case, abnormalities occurring to any node may propagate dynamically across the network and cause changes of other nodes over time. Furthermore, high dimensionality of such data significantly increased the cost of resources for data transmission and computation, such that only partial observations can be transmitted or processed in practice. Overall, how to quickly detect abnormalities in such large networks with resource constraints remains a challenge, especially due to the sampling uncertainty under the dynamic anomaly occurrences and network-based patterns. In this paper, we incorporate network structure information into the monitoring and adaptive sampling methodologies for quick anomaly detection in large networks where only partial observations are available. We develop a general monitoring and adaptive sampling method and further extend it to the case with memory constraints, both of which exploit network distance and centrality information for better process monitoring and identification of abnormalities. Theoretical investigations of the proposed methods demonstrate their sampling efficiency on balancing between exploration and exploitation, as well asmore »Free, publicly-accessible full text available October 19, 2023
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Free, publicly-accessible full text available July 1, 2023