Data-Efficient Quickest Change Detection with On–Off Observation Control
From MaRDI portal
Publication:5389555
DOI10.1080/07474946.2012.651981zbMath1301.62073arXiv1105.1361OpenAlexW2051649392MaRDI QIDQ5389555
Taposh Banerjee, Venugopal V. Veeravalli
Publication date: 21 April 2012
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1105.1361
Bayesian inference (62F15) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical design (62L05) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05) Optimal stopping in statistics (62L15) Renewal theory (60K05)
Related Items
Exactly optimal Bayesian quickest change detection for hidden Markov models ⋮ Quickest detection of deception attacks on cyber-physical systems with a parsimonious watermarking policy ⋮ Quickest detection of an accumulated state-dependent change point ⋮ Controlled Sensing for Sequential Multihypothesis Testing with Controlled Markovian Observations and Non-Uniform Control Cost ⋮ Quickest Detection with Discretely Controlled Observations ⋮ Data-Efficient Minimax Quickest Change Detection in a Decentralized System ⋮ A quickest detection problem with an observation cost
Cites Work
- Unnamed Item
- Sequential analysis. Tests and confidence intervals
- A dynamic sampling approach for detecting a change in distribution
- Detecting a change of a normal mean by dynamic sampling with a probability bound on a false alarm
- Dynamic sampling policy for detecting a change in distribution, with a probability bound on false alarm
- Economic statistical design of adaptive control schemes for monitoring the mean and variance: An application to analyzers
- Multivariate Bayesian Control Chart
- Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
- Information Bounds and Quickest Change Detection in Decentralized Decision Systems
- State-of-the-Art in Bayesian Changepoint Detection
- Decentralized quickest change detection
- Information bounds and quick detection of parameter changes in stochastic systems
- Neuro-Dynamic Programming: An Overview and Recent Results
- On Optimum Methods in Quickest Detection Problems
- General Asymptotic Bayesian Theory of Quickest Change Detection
- A Bayes Approach to a Quality Control Model
