Optimal sequential detection in multi-stream data (Q134124): Difference between revisions
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| Property / DOI: 10.1214/17-AOS1546 / rank | |||
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| Property / reviewed by: Allan Gut / rank | |||
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| Property / reviewed by: Allan Gut / rank | |||
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| Property / arXiv ID: 1506.08504 / rank | |||
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Latest revision as of 16:56, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal sequential detection in multi-stream data |
scientific article |
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45
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6
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1 December 2017
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14 February 2018
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Optimal sequential detection in multi-stream data (English)
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The author considers a large number of data streams, with the aim to detect, online, distributional changes in a small fraction of the streams as quickly as possible. It turns out that optimality depends on the fraction of the streams that undergo a change. It is, for example, shown that a modified version of the mixture likelihood ration approach achieves minimum detection delay under a constraint on the average run length.
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average run length
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CUSUM
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detectability
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mixture likelihood ratio
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stopping rule
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