Bayesian quickest detection in sensor arrays

DOI10.1080/07474946.2012.719437MaRDI QIDQ4650225zbMATH OpenOpenAlexFDO

Authors Michael Ludkovski

Publication date 27 November 2012

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2012.719437

zbMATH Keywords

multiple change-point detectionparticle filtering

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Bayesian problems; characterization of Bayes procedures (62C10) Bayesian inference (62F15) Optimal stopping in statistics (62L15) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

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Cites work

• A simulation approach to optimal stopping under partial information
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• Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
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• Decentralized sequential detection with sensors performing sequential tests
• Decentralized Sequential Hypothesis Testing Using Asynchronous Communication
• Detection of intrusions in information systems by sequential change-point methods
• Finite Horizon Decision Timing with Partially Observable Poisson Processes
• Fundamentals of stochastic filtering
• General Asymptotic Bayesian Theory of Quickest Change Detection
• scientific article; zbMATH DE number 5016447 (Why is no real title available?)
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• Quickest Detection of a Minimum of Two Poisson Disorder Times
• Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings
• Sequential Monte Carlo Methods in Practice
• Sequential multi-hypothesis testing for compound Poisson processes
• Sequential tracking of a hidden Markov chain using point process observations
• Simulation of nonhomogeneous poisson processes by thinning
• State-of-the-art in sequential change-point detection

Cited in

(4)

• Quickest detection of a random signal in background noise using a sensor array
• Quickest detection in coupled systems
• Asymptotic statistical properties of communication-efficient quickest detection schemes in sensor networks
• Sequential algorithms for moving anomaly detection in networks

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