Impact of compensation coefficients on active sequential change point detection

• Published in: Sequential analysis Vol. 44; no. 2; pp. 153 - 177
• Main Authors: Xu, Qunzhi, Mei, Yajun, Shi, Jianjun
• Format: Journal Article
• Language: English
• Published: Taylor & Francis 03.04.2025
• Subjects: 62L15; 60G40; Active learning; change point; CUSUM; TRAS algorithm

Under a general setting of active sequential change point detection problems, there are p local streams in a system but we are only able to take observations from q out of these p local streams at each time instant owing to the sampling control constraint. At some unknown change time, an undesired e...