Optimum Multi-Stream Sequential Change-Point Detection With Sampling Control

• Published in: IEEE transactions on information theory Vol. 67; no. 11; pp. 7627 - 7636
• Main Authors: Xu, Qunzhi, Mei, Yajun, Moustakides, George V.
• Format: Journal Article
• Language: English
• Published: New York IEEE 01.11.2021; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Asymptotic optimality; change-point detection; CUSUM; Delays; False alarms; Mathematical model; myopic sampling; Nonhomogeneous media; Optimization; Process control; quickest detection; Sampling; Switches; Testing

In multi-stream sequential change-point detection it is assumed that there are <inline-formula> <tex-math notation="LaTeX">M </tex-math></inline-formula> processes in a system and at some unknown time, an occurring event changes the distribution of the samples of a...