Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
From MaRDI portal
Publication:3543507
DOI10.1080/07474940802446236zbMath1247.93014OpenAlexW2027237053MaRDI QIDQ3543507
Alexander G. Tartakovsky, Venugopal V. Veeravalli
Publication date: 4 December 2008
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474940802446236
distributed decision-makingchange-point detectionShiryaev-Roberts procedureCUSUM procedureoptimal FusionShiryaev procedure
Asymptotic properties of parametric estimators (62F12) Estimation and detection in stochastic control theory (93E10) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05) Optimal stopping in statistics (62L15)
Related Items
Sequential common rate decrease detection, isolation, and estimation in multiple Poisson processes, Isolating changed panels and estimating common change point after sequential detection with FDR control, On incentive compatibility in dynamic mechanism design with exit option in a Markovian environment, Sequential Sensor Installation for Wiener Disorder Detection, A combined SR-CUSUM procedure for detecting common changes in panel data, Asymptotically Pointwise Optimal Change Detection in Multiple Channels, Robust change detection for large-scale data streams, Sequential common change detection, isolation, and estimation in multiple poisson processes, Optimal detection of multi-sample aligned sparse signals, Change detection via affine and quadratic detectors, Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem, Quickest physical watermarking-based detection of measurement replacement attacks in networked control systems, Estimation of common change point and isolation of changed panels after sequential detection, Decision and game theory for security. Second international conference, GameSec 2011, College Park, MD, Maryland, USA, November 14--15, 2011. Proceedings, Common change-point estimation and changed panel isolation after sequential detection in an exponential family, Data-Efficient Quickest Change Detection with On–Off Observation Control, Hypothesis testing by convex optimization, Sequential Common Change Detection and Isolation of Changed Panels in Panel Data, Bayesian Quickest Detection in Sensor Arrays, Change-Points: From Sequential Detection to Biology and Back, Consensus-based page's test in sensor networks, Streaming changepoint detection for transition matrices, Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov, Sequential multi-sensor change-point detection, Byzantine Fault Tolerant Distributed Quickest Change Detection, Data-Efficient Minimax Quickest Change Detection in a Decentralized System
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Detection of intrusions in information systems by sequential change-point methods
- Sequential analysis. Tests and confidence intervals
- Optimal detection of a change in distribution
- Optimal stopping times for detecting changes in distributions
- Average run lengths of an optimal method of detecting a change in distribution
- An efficient sequential nonparametric scheme for detecting a change of distribution
- Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case
- Sequential change detection revisited
- Information Bounds and Quickest Change Detection in Decentralized Decision Systems
- Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
- Extremal properties of likelihood-ratio quantizers
- Multihypothesis sequential probability ratio tests. II. Accurate asymptotic expansions for the expected sample size
- Multihypothesis sequential probability ratio tests .I. Asymptotic optimality
- Decentralized quickest change detection
- Sequential detection of targets in multichannel systems
- Information bounds and quick detection of parameter changes in stochastic systems
- Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives
- On Optimum Methods in Quickest Detection Problems
- Procedures for Reacting to a Change in Distribution
- General Asymptotic Bayesian Theory of Quickest Change Detection
