Large-Scale Multi-Stream Quickest Change Detection via Shrinkage Post-Change Estimation

DOI10.1109/TIT.2015.2495361zbMath1359.94227arXiv1308.5738MaRDI QIDQ2977196

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Publication date: 28 April 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.5738

Mathematics Subject Classification ID

Detection theory in information and communication theory (94A13)

Related Items (8)

A combined SR-CUSUM procedure for detecting common changes in panel data ⋮ Robust change detection for large-scale data streams ⋮ Adaptive Change Point Monitoring for High-Dimensional Data ⋮ A Unified Framework for Change Point Detection in High-Dimensional Linear Models ⋮ Asymptotic optimality theory for active quickest detection with unknown postchange parameters ⋮ Asymptotic statistical properties of communication-efficient quickest detection schemes in sensor networks ⋮ Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov ⋮ Sequential Nonparametric Tests for a Change in Distribution: An Application to Detecting Radiological Anomalies

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