16 citations · 27 across the 26 of their papers we have counts for
10 papers · 1 filter
Quickest Detection Of Deviations From Periodic Statistical Behavior
Taposh Banerjee, Prudhvi Gurram, Gene Whipps
A new class of stochastic processes called independent and periodically identically distributed (i.p.i.d.) processes is defined to capture periodically varying statistical behavior…
Quickest Hub Discovery in Correlation Graphs
Taposh Banerjee, Alfred O. Hero
A sequential test is proposed for detection and isolation of hubs in a correlation graph. Hubs in a correlation graph of a random vector are variables (nodes) that have a strong co…
Minimax Optimality of Shiryaev-Roberts Procedure for Quickest Drift Change Detection of a Brownian motion
Taposh Banerjee, George V. Moustakides
The problem of detecting a change in the drift of a Brownian motion is considered. The change point is assumed to have a modified exponential prior distribution with unknown parame…
Quickest Detection for Changes in Maximal kNN Coherence of Random Matrices
Taposh Banerjee, Hamed Firouzi, Alfred O. Hero
This paper addresses the problem of quickest detection of a change in the maximal coherence between columns of a random matrix based on a sequence of matrix observation…
Non-parametric Quickest Change Detection for Large Scale Random Matrices
Taposh Banerjee, Hamed Firouzi, Alfred O. Hero
The problem of quickest detection of a change in the distribution of a random matrix based on a sequence of observations having a single unknown change point is conside…
Data-Efficient Minimax Quickest Change Detection with Composite Post-Change Distribution
Taposh Banerjee, Venugopal V. Veeravalli
The problem of quickest change detection is studied, where there is an additional constraint on the cost of observations used before the change point and where the post-change dist…
Data-Efficient Minimax Quickest Change Detection in a Decentralized System
Taposh Banerjee, Venugopal. V. Veeravalli
A sensor network is considered where a sequence of random variables is observed at each sensor. At each time step, a processed version of the observations is transmitted from the s…
Data-Efficient Quickest Change Detection in Minimax Settings
Taposh Banerjee, Venugopal V. Veeravalli
The classical problem of quickest change detection is studied with an additional constraint on the cost of observations used in the detection process. The change point is modeled a…
Quickest Change Detection
Venugopal V. Veeravalli, Taposh Banerjee
The problem of detecting changes in the statistical properties of a stochastic system and time series arises in various branches of science and engineering. It has a wide spectrum…
Data-Efficient Quickest Change Detection with On-Off Observation Control
Taposh Banerjee, Venugopal V. Veeravalli
In this paper we extend the Shiryaev's quickest change detection formulation by also accounting for the cost of observations used before the change point. The observation cost is c…