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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Main Authors: | , , |
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Other Authors: | |
Format: | Article |
Language: | English |
Published: |
2020
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Subjects: | |
Online Access: | https://hdl.handle.net/10356/137146 |
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Institution: | Nanyang Technological University |
Language: | English |
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