116 citations · 1k across the 78 of their papers we have counts for
16 papers · 1 filter
Quickest Change Detection with Confusing Change
Yu-Zhen Janice Chen, Jinhang Zuo, Venugopal V. Veeravalli +1
In the problem of quickest change detection (QCD), a change occurs at some unknown time in the distribution of a sequence of independent observations. This work studies a QCD probl…
Quickest Change Detection for Multiple Data Streams Using the James-Stein Estimator
Topi Halme, Venugopal V. Veeravalli, Visa Koivunen
The problem of quickest change detection is studied in the context of detecting an arbitrary unknown mean-shift in multiple independent Gaussian data streams. The James-Stein estim…
Quickest Change Detection with Post-Change Density Estimation
Yuchen Liang, Venugopal V. Veeravalli
The problem of quickest change detection in a sequence of independent observations is considered. The pre-change distribution is assumed to be known, while the post-change distribu…
Distributionally Robust Quickest Change Detection using Wasserstein Uncertainty Sets
Liyan Xie, Yuchen Liang, Venugopal V. Veeravalli
The problem of quickest detection of a change in the distribution of a sequence of independent observations is considered. It is assumed that the pre-change distribution is known (…
Robust Multi-Hypothesis Testing with Moment Constrained Uncertainty Sets
Akshayaa Magesh, Zhongchang Sun, Venugopal V. Veeravalli +1
The problem of robust binary hypothesis testing is studied. Under both hypotheses, the data-generating distributions are assumed to belong to uncertainty sets constructed through m…
Sequential (Quickest) Change Detection: Classical Results and New Directions
Liyan Xie, Shaofeng Zou, Yao Xie +1
Online detection of changes in stochastic systems, referred to as sequential change detection or quickest change detection, is an important research topic in statistics, signal pro…