Data-Driven Quickest Change Detection in Hidden Markov Models
Author:
Affiliation:
1. University at Buffalo, the State University of New York,Department of Electrical Engineering
Funder
National Science Foundation
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/10206429/10206441/10206588.pdf?arnumber=10206588
Reference30 articles.
1. General Asymptotic Bayesian Theory of Quickest Change Detection
2. Information bounds and quick detection of parameter changes in stochastic systems;lai;IEEE Trans Inform Theory,1998
3. On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case
4. Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models
5. A quantitative McDiarmid’s inequality for geometrically ergodic Markov chains
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1. Model-Free Change Point Detection for Mixing Processes;IEEE Open Journal of Control Systems;2024
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