4 papers · 1 filter
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…