Data-Efficient Minimax Quickest Change Detection in a Decentralized System

DOI10.1080/07474946.2015.1030971zbMath1317.62064arXiv1408.4747OpenAlexW2962889426MaRDI QIDQ5256824

Taposh Banerjee, Venugopal V. Veeravalli

Publication date: 29 June 2015

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.4747

zbMATH Keywords

minimaxasymptotic optimalitysensor networksobservation controlquickest change detection

Mathematics Subject Classification ID

Bayesian inference (62F15) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical design (62L05) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05) Optimal stopping in statistics (62L15)

Cites Work

• Optimal detection of a change in distribution
• Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
• Quickest Detection
• Information Bounds and Quickest Change Detection in Decentralized Decision Systems
• Decentralized quickest change detection
• Information bounds and quick detection of parameter changes in stochastic systems
• Data-Efficient Quickest Change Detection in Minimax Settings
• Data-Efficient Quickest Change Detection with On–Off Observation Control
• On Optimum Methods in Quickest Detection Problems
• Procedures for Reacting to a Change in Distribution
• Optimum Character of the Sequential Probability Ratio Test

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