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stat.ME2024
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…
stat.ME2024
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…
stat.ME2024
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…