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On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case

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Publication:5352598
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DOI10.1109/TIT.2017.2683496zbMath1369.94378arXiv1510.03827MaRDI QIDQ5352598

Alexander G. Tartakovsky

Publication date: 8 September 2017

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

Full work available at URL: https://arxiv.org/abs/1510.03827



Mathematics Subject Classification ID

Detection theory in information and communication theory (94A13)


Related Items (7)

Detection and identification of changes of hidden Markov chains: asymptotic theory ⋮ Asymptotically optimal quickest change detection in multistream data -- Part 1: General stochastic models ⋮ Quickest physical watermarking-based detection of measurement replacement attacks in networked control systems ⋮ Quickest detection of deception attacks on cyber-physical systems with a parsimonious watermarking policy ⋮ Modeling and quickest detection of a rapidly approaching object ⋮ Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data ⋮ Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis







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