Multi-Stream Quickest Detection with Unknown Post-Change Parameters Under Sampling Control

• Published in: 2021 IEEE International Symposium on Information Theory (ISIT) pp. 112 - 117
• Main Authors: Xu, Qunzhi, Mei, Yajun
• Format: Conference Proceeding
• Language: English
• Published: IEEE 12.07.2021
• Subjects: Asymptotic optimality; change-point detection; Delays; Detection algorithms; Information theory; Process control; quickest detection; sampling control

The multi-stream quickest detection problem with unknown post-change parameters is studied under the sampling control constraint, where there are M local processes in a system but one is only able to take observations from one of these M local processes at each time instant. The objective is to rais...