4 papers
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…
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…
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…