Robust quickest change detection in nonstationary processes-Reference-Cited by-同舟云学术

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Robust quickest change detection in nonstationary processes

Published:2024-07-02 Issue: Volume: Page:1-26
ISSN:0747-4946
Container-title:Sequential Analysis
language:en
Short-container-title:Sequential Analysis

Author:

Hou Yingze¹,Oleyaeimotlagh Yousef¹,Mishra Rahul²,Bidkhori Hoda³,Banerjee Taposh¹

Affiliation:

1. Department of Industrial Engineering, University of Pittsburgh, Pittsburgh, Pennsylvania, USA

2. U. R. Rao Satellite Center, Indian Space Research Organization, Bangalore, India

3. Department of Computational and Data Sciences, George Mason University, Fairfax, Virginia, USA

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/07474946.2024.2356555

Reference26 articles.

1. A Bayesian Theory of Change Detection in Statistically Periodic Random Processes

2. Minimax asymptotically optimal quickest change detection for statistically periodic data

3. An algorithm for detecting a change in a stochastic process

4. Modeling and quickest detection of a rapidly approaching object

5. Partially Observed Markov Decision Processes

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Bayesian quickest change detection for unnormalized and score-based models;Sequential Analysis;2024-08-06

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