3 papers
math.ST2026
Adaptive Sequential Change Detection using Mixtures of Predictive Distributions
Topi Halme, H. Vincent Poor, Visa Koivunen
This paper studies the problem of detecting a change in the distribution of a sequence of independent observations when the post-change distribution is unknown. We propose a novel…
math.ST2026
Multi-stream Quickest Change Detection: Foundations and Recent Advances
Topi Halme, Visa Koivunen
This paper provides an overview of recent developments in quickest change detection (QCD) for high-dimensional multi-sensor systems, with an emphasis on settings involving structur…
math.ST2025
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…