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

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...

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Bibliographic Details
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
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Online Access:https://hdl.handle.net/10356/137146
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Institution: Nanyang Technological University
Language: English

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