Sepsis, a systemic inflammatory response to infection, is a major health care problem that affects millions of patients every year in the intensive care units (ICUs) worldwide. Despite the fact that ICU patients are heavily instrumented with physiological sensors, early sepsis detection remains challenging, perhaps because clinicians identify sepsis by (i) using static scores derived from bed-side measurements individually, and (ii) deriving these scores at a much slower rate than the rate for which patient data is collected. In this study, we construct a generalized linear model (GLM) for the probability that an ICU patient has sepsis as a function of demographics and bedside measurements. Specifically, models were trained on 29 patient recordings from the MIMIC II database and evaluated on a different test set including 8 patient recordings. A classification accuracy of 62.5% was achieved using demographic measures as features. Adding physiological time series features to the model increased the classification accuracy to 75%. Although very preliminary, these results suggest that using generalized linear models incorporating real time physiological signals may be useful for an early detection of sepsis, thereby improving the chances of a successful treatment.