TY - GEN
T1 - High Probability Latency Quickest Change Detection over a Finite Horizon
AU - Huang, Yu Han
AU - Veeravalli, Venugopal V.
N1 - The work of Y.-H. Huang and V.V. Veeravalli was supported by the National Science Foundation under grant ECCS-2033900
PY - 2024
Y1 - 2024
N2 - THIS PAPER IS ELIGIBLE FOR THE STUDENT PAPER AWARD. A finite horizon variant of the quickest change detection problem is studied, in which the goal is to minimize a delay threshold (latency), under constraints on the probability of false alarm and the probability that the latency is exceeded. In addition, the horizon is not known to the change detector. A variant of the cumulative sum (CuSum) test with a threshold that increasing logarithmically with time is proposed as a candidate solution to the problem. An information-theoretic lower bound on the minimum value of the latency under the constraints is then developed. This lower bound is used to establish certain asymptotic optimality properties of the proposed test in terms of the horizon and the false alarm probability. Some experimental results are given to illustrate the performance of the test.
AB - THIS PAPER IS ELIGIBLE FOR THE STUDENT PAPER AWARD. A finite horizon variant of the quickest change detection problem is studied, in which the goal is to minimize a delay threshold (latency), under constraints on the probability of false alarm and the probability that the latency is exceeded. In addition, the horizon is not known to the change detector. A variant of the cumulative sum (CuSum) test with a threshold that increasing logarithmically with time is proposed as a candidate solution to the problem. An information-theoretic lower bound on the minimum value of the latency under the constraints is then developed. This lower bound is used to establish certain asymptotic optimality properties of the proposed test in terms of the horizon and the false alarm probability. Some experimental results are given to illustrate the performance of the test.
UR - http://www.scopus.com/inward/record.url?scp=85202872270&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85202872270&partnerID=8YFLogxK
U2 - 10.1109/ISIT57864.2024.10619566
DO - 10.1109/ISIT57864.2024.10619566
M3 - Conference contribution
AN - SCOPUS:85202872270
T3 - IEEE International Symposium on Information Theory - Proceedings
SP - 1047
EP - 1052
BT - 2024 IEEE International Symposium on Information Theory, ISIT 2024 - Proceedings
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2024 IEEE International Symposium on Information Theory, ISIT 2024
Y2 - 7 July 2024 through 12 July 2024
ER -