Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
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change-point detectionCUSUM proceduredistributed decision-makingoptimal FusionShiryaev procedureShiryaev-Roberts procedure
Stopping times; optimal stopping problems; gambling theory (60G40) Asymptotic properties of parametric tests (62F05) Asymptotic properties of parametric estimators (62F12) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Estimation and detection in stochastic control theory (93E10)
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Cites work
- An efficient sequential nonparametric scheme for detecting a change of distribution
- Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
- Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case
- Average run lengths of an optimal method of detecting a change in distribution
- Decentralized quickest change detection
- Detection of intrusions in information systems by sequential change-point methods
- Extremal properties of likelihood-ratio quantizers
- General Asymptotic Bayesian Theory of Quickest Change Detection
- scientific article; zbMATH DE number 3766893 (Why is no real title available?)
- scientific article; zbMATH DE number 9266 (Why is no real title available?)
- scientific article; zbMATH DE number 3607222 (Why is no real title available?)
- Information bounds and quick detection of parameter changes in stochastic systems
- Information Bounds and Quickest Change Detection in Decentralized Decision Systems
- Multihypothesis sequential probability ratio tests .I. Asymptotic optimality
- Multihypothesis sequential probability ratio tests. II. Accurate asymptotic expansions for the expected sample size
- On Optimum Methods in Quickest Detection Problems
- Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives
- Optimal detection of a change in distribution
- Optimal stopping times for detecting changes in distributions
- Procedures for Reacting to a Change in Distribution
- Sequential analysis. Tests and confidence intervals
- Sequential change detection revisited
- Sequential detection of targets in multichannel systems
Cited in
(33)- Sequential multi-sensor change-point detection
- Change detection via affine and quadratic detectors
- Streaming changepoint detection for transition matrices
- On incentive compatibility in dynamic mechanism design with exit option in a Markovian environment
- Distributed change detection via average consensus over networks
- Common change-point estimation and changed panel isolation after sequential detection in an exponential family
- Asymptotically pointwise optimal change detection in multiple channels
- Sequential sensor installation for Wiener disorder detection
- Quickest detection in coupled systems
- Sequential Common Change Detection and Isolation of Changed Panels in Panel Data
- Information Bounds and Quickest Change Detection in Decentralized Decision Systems
- Decentralized quickest change detection
- Asymptotic statistical properties of communication-efficient quickest detection schemes in sensor networks
- Bayesian quickest detection in sensor arrays
- Hypothesis testing by convex optimization
- Change-points: from sequential detection to biology and back
- Isolating changed panels and estimating common change point after sequential detection with FDR control
- A combined SR-CUSUM procedure for detecting common changes in panel data
- Robust change detection for large-scale data streams
- Sequential common change detection, isolation, and estimation in multiple Poisson processes
- Estimation of common change point and isolation of changed panels after sequential detection
- Byzantine Fault Tolerant Distributed Quickest Change Detection
- Data-efficient minimax quickest change detection in a decentralized system
- Data-efficient quickest change detection with on-off observation control
- Consensus-based page's test in sensor networks
- General Asymptotic Bayesian Theory of Quickest Change Detection
- Sequential common rate decrease detection, isolation, and estimation in multiple Poisson processes
- Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov
- Quickest physical watermarking-based detection of measurement replacement attacks in networked control systems
- Asymptotic optimality theory for active quickest detection with unknown postchange parameters
- Optimal multivariate EWMA chart for detecting common change in mean
- Optimal detection of multi-sample aligned sparse signals
- Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem
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