Optimum Multi-Stream Sequential Change-Point Detection With Sampling Control - Xu, Qunzhi; Mei, Yajun; Moustakides, George V. (IEEE transactions on information theory, 2021)
Keywords: Asymptotic optimality; change-point detection; CUSUM; Delays; False alarms; Mathematical model; myopic sampling; Nonhomogeneous media; Optimization; Process control; quickest detection; Sampling; Switches; Testing