Data-efficient minimax quickest change detection in a decentralized system

DOI10.1080/07474946.2015.1030971MaRDI QIDQ5256824zbMATH OpenOpenAlexFDO

Authors Taposh Banerjee, Venugopal V. Veeravalli

Publication date 29 June 2015

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1408.4747

zbMATH Keywords

asymptotic optimalityminimaxobservation controlquickest change detectionsensor networks

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Asymptotic properties of parametric tests (62F05) Bayesian inference (62F15) Sequential statistical design (62L05) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Abstract: A sensor network is considered where a sequence of random variables is observed at each sensor. At each time step, a processed version of the observations is transmitted from the sensors to a common node called the fusion center. At some unknown point in time the distribution of the observations at all the sensor nodes changes. The objective is to detect this change in distribution as quickly as possible, subject to constraints on the false alarm rate and the cost of observations taken at each sensor. Minimax problem formulations are proposed for the above problem. A data-efficient algorithm is proposed in which an adaptive sampling strategy is used at each sensor to control the cost of observations used before change. To conserve the cost of communication an occasional binary digit is transmitted from each sensor to the fusion center. It is shown that the proposed algorithm is globally asymptotically optimal for the proposed formulations, as the false alarm rate goes to zero.

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Cites work

• Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
• Data-Efficient Quickest Change Detection in Minimax Settings
• Data-efficient quickest change detection with on-off observation control
• Decentralized quickest change detection
• Information bounds and quick detection of parameter changes in stochastic systems
• Information Bounds and Quickest Change Detection in Decentralized Decision Systems
• On Optimum Methods in Quickest Detection Problems
• Optimal detection of a change in distribution
• Optimum Character of the Sequential Probability Ratio Test
• Procedures for Reacting to a Change in Distribution
• Quickest Detection

Cited in

(9)

• Network theoretic analysis of maximum a posteriori detectors for optimal input detection
• The decentralized quickest detection problem
• Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
• 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
• Data-efficient quickest change detection with on-off observation control
• A communication-efficient, online changepoint detection method for monitoring distributed sensor networks
• Impact of compensation coefficients on active sequential change point detection

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