Joint sequential detection and isolation for dependent data streams

DOI10.1214/24-AOS2385MaRDI QIDQ6656604zbMATH OpenFDO

Authors Anamitra Chaudhuri, Georgios Fellouris

Publication date 3 January 2025

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/24-AOS2385

zbMATH Keywords

anomaly detectionasymptotic optimalitydependence structuredetection and isolationsequential multiple testing

Mathematics Subject Classification ID

Paired and multiple comparisons; multiple testing (62J15) Sequential statistical design (62L05) Sequential statistical analysis (62L10)

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Cited in

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• To minimize the expected total sampling cost in sequential testing about a random vector

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