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math.ST2024
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…
math.ST2024★ 3 cited
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…