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

• Main Authors: Lau, Tze Siong, Tay, Wee Peng, Veeravalli, Venugopal V.
• 其他作者: School of Electrical and Electronic Engineering
• 格式: Article
• 語言: English
• 出版: 2020
• 主題: Engineering::Electrical and electronic engineering; Quickest Change Detection; Non-parametric Test
• 在線閱讀: https://hdl.handle.net/10356/137146
• 機構: 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...