A binning approach to quickest change detection with unknown post-change distribution

• Main Authors: Lau, Tze Siong, Tay, Wee Peng, Veeravalli, Venugopal V.
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2020
• Subjects: Engineering::Electrical and electronic engineering; Quickest Change Detection; Non-parametric Test
• Online Access: https://hdl.handle.net/10356/137146
• Institution: Nanyang Technological University

The problem of quickest detection of a change in distribution is considered under the assumption that the prechange distribution is known, and the postchange distribution is only known to belong to a family of distributions distinguishable from a discretized version of the prechange distribution. A...