2 papers
math.ST2025
Ordering sampling rules for sequential anomaly identification under sampling constraints
Aristomenis Tsopelakos, Georgios Fellouris
We consider the problem of sequential anomaly identification over multiple independent data streams, under the presence of a sampling constraint. The goal is to quickly identify th…
math.ST2024
Sequential anomaly identification with observation control under generalized error metrics
Aristomenis Tsopelakos, Georgios Fellouris
The problem of sequential anomaly detection and identification is considered, where multiple data sources are simultaneously monitored and the goal is to identify in real time thos…