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math.ST2023
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…
math.ST2023★ 1 cited
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 (…