3 papers
cs.IT2020
Quickest Change Detection with Privacy Constraint
Tze Siong Lau, Wee Peng Tay
This paper considers Lorden's minimax quickest change detection (QCD) problem with a privacy constraint. The goal is to sanitize a signal to satisfy inference privacy requirements…
math.OC2019
Asymptotically Optimal Sampling Policy for Quickest Change Detection with Observation-Switching Cost
Tze Siong Lau, Wee Peng Tay
We consider the problem of quickest change detection (QCD) in a signal where its observations are obtained using a set of actions, and switching from one action to another comes wi…
math.ST2019
Quickest Change Detection in the Presence of a Nuisance Change
Tze Siong Lau, Wee Peng Tay
In the quickest change detection problem in which both nuisance and critical changes may occur, the objective is to detect the critical change as quickly as possible without raisin…