Optimal sequential detection in multi-stream data (Q134124): Difference between revisions
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14 February 2018
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| Property / publication date: 14 February 2018 / rank | |||||||||||||||
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| Property / author: Hock Peng Chan / rank | |||||||||||||||
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Optimal sequential detection in multi-stream data (English) | |||||||||||||||
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| Property / zbMATH Open document ID: 1388.62127 / rank | |||||||||||||||
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| Property / full work available at URL: https://arxiv.org/abs/1506.08504 / rank | |||||||||||||||
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| Property / full work available at URL: https://projecteuclid.org/euclid.aos/1513328589 / rank | |||||||||||||||
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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. | |||||||||||||||
| Property / review text: 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. / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62G10 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62L10 / rank | |||||||||||||||
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| Property / zbMATH DE Number: 6838149 / rank | |||||||||||||||
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average run length | |||||||||||||||
| Property / zbMATH Keywords: average run length / rank | |||||||||||||||
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CUSUM | |||||||||||||||
| Property / zbMATH Keywords: CUSUM / rank | |||||||||||||||
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detectability | |||||||||||||||
| Property / zbMATH Keywords: detectability / rank | |||||||||||||||
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mixture likelihood ratio | |||||||||||||||
| Property / zbMATH Keywords: mixture likelihood ratio / rank | |||||||||||||||
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stopping rule | |||||||||||||||
| Property / zbMATH Keywords: stopping rule / rank | |||||||||||||||
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| Property / reviewed by: Allan Gut / rank | |||||||||||||||
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| Property / MaRDI profile type: MaRDI publication profile / 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 |
Statements
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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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