  Distributed change-point detection has been a fundamental problem when
performing real-time monitoring using sensor-networks. We propose a distributed
detection algorithm, where each sensor only exchanges CUSUM statistic with
their neighbors based on the average consensus scheme, and an alarm is raised
when local consensus statistic exceeds a pre-specified global threshold. We
provide theoretical performance bounds showing that the performance of the
fully distributed scheme can match the centralized algorithms under some mild
conditions. Numerical experiments demonstrate the good performance of the
algorithm especially in detecting asynchronous changes.
