7 papers
A Mixture-of-Experts Framework for Multi-Stream Quickest Change Detection
Wuxia Chen, Arman Adibi, Taposh Banerjee +1
A Mixture-of-Experts (MoE) framework is proposed for quickest change detection (QCD) where there are multiple experts, and each expert produces a sequence of statistics for change…
Robust Quickest Change Detection with Cost-Efficient Experiment Design and Unknown Post-Change Model
Patrick Vincent Lubenia, Taposh Banerjee
A quickest change detection problem is studied where the decision-maker has access to multiple experiments, but can choose only one experiment at a time to detect the change. The t…
Quickest Change Detection with Cost-Constrained Experiment Design
Patrick Vincent N. Lubenia, Taposh Banerjee
In the classical quickest change detection problem, an observer performs a single experiment to monitor a stochastic process. The goal in the classical problem is to detect a chang…
Robust Quickest Change Detection with Sampling Control
Yingze Hou, Hoda Bidkhori, Taposh Banerjee
The problem of quickest detection of a change in the distribution of a sequence of random variables is studied. The objective is to detect the change with the minimum possible dela…
Robust Quickest Change Detection in Multi-Stream Non-Stationary Processes
Yingze Hou, Hoda Bidkhori, Taposh Banerjee
The problem of robust quickest change detection (QCD) in non-stationary processes under a multi-stream setting is studied. In classical QCD theory, optimal solutions are developed…
Robust Quickest Correlation Change Detection in High-Dimensional Random Vectors
Assma Alghamdi, Taposh Banerjee, Jayant Rajgopal
Detecting changes in high-dimensional vectors presents significant challenges, especially when the post-change distribution is unknown and time-varying. This paper introduces a nov…
Asymptotically Optimal Change Detection for Unnormalized Pre- and Post-Change Distributions
Arman Adibi, Sanjeev Kulkarni, H. Vincent Poor +2
This paper addresses the problem of detecting changes when only unnormalized pre- and post-change distributions are accessible. This situation happens in many scenarios in physics…