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We present a new non-parametric statistic, called the weighed l2 divergence, based on empirical distributions for sequential change detection. We start by constructing the weighed l2 divergence as a fundamental building block for two-sample tests and change detection. The proposed statistic is proved to attain the optimal sample complexity in the offline setting.

This tutorial reviews fundamental contributions to information security. An integrative viewpoint is taken that explains the security metrics, including secrecy, privacy, and others, the methodology of information-theoretic approaches, along with the arising system design principles, as well as techniques that enable the information-theoretic designs to be applied in real communication and computing systems.