Quickest change detection in statistically periodic processes with unknown post-change distribution
From MaRDI portal
Publication:6185930
DOI10.1080/07474946.2023.2247035arXiv2303.02826MaRDI QIDQ6185930
Unnamed Author, Ahmad F. Taha, Eugene John, Taposh Banerjee
Publication date: 9 January 2024
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2303.02826
anomaly detectiontraffic dataarrhythmia detection and identificationjoint change detection and fault isolationmulti-slot change detectionrobust change detection
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Cyclostationarity: half a century of research
- Minimax and pointwise sequential changepoint detection and identification for general stochastic models
- Quickest Detection
- A lower bound for the detection/isolation delay in a class of sequential tests
- Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems
- Data-Efficient Quickest Change Detection in Sensor Networks
- A Bayesian Theory of Change Detection in Statistically Periodic Random Processes
- Estimating a Separably Markov Random Field from Binary Observations
- Sequential Change Detection and Hypothesis Testing
- Minimax Robust Quickest Change Detection
This page was built for publication: Quickest change detection in statistically periodic processes with unknown post-change distribution