TY - GEN
T1 - Data-efficient quickest change detection with unknown post-change distribution
AU - Banerjee, Taposh
AU - Veeravalli, Venugopal V.
PY - 2014
Y1 - 2014
N2 - The problem of quickest change detection is studied, where there is an additional constraint on the cost of observations used before the change point and where the post-change distribution is unknown. An algorithm is proposed for the case where there are finite number of possibilities for the unknown post-change distribution. It is shown that if the post-change family of distributions satisfies some additional conditions, then the proposed algorithm is asymptotically optimal uniformly for all possible post-change distributions.
AB - The problem of quickest change detection is studied, where there is an additional constraint on the cost of observations used before the change point and where the post-change distribution is unknown. An algorithm is proposed for the case where there are finite number of possibilities for the unknown post-change distribution. It is shown that if the post-change family of distributions satisfies some additional conditions, then the proposed algorithm is asymptotically optimal uniformly for all possible post-change distributions.
UR - http://www.scopus.com/inward/record.url?scp=84906544438&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84906544438&partnerID=8YFLogxK
U2 - 10.1109/ISIT.2014.6874931
DO - 10.1109/ISIT.2014.6874931
M3 - Conference contribution
AN - SCOPUS:84906544438
SN - 9781479951864
T3 - IEEE International Symposium on Information Theory - Proceedings
SP - 741
EP - 745
BT - 2014 IEEE International Symposium on Information Theory, ISIT 2014
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2014 IEEE International Symposium on Information Theory, ISIT 2014
Y2 - 29 June 2014 through 4 July 2014
ER -