Abstract—The problem of sequentially finding an independent and identically distributed sequence that is drawn from a proba-bility distribution by searching over multiple sequences, some of which are drawn from and the others of which are drawn from a different distribution, is considered. In the problem considered, the number of sequences with distribution is as-sumed to be a random variable whose value is unknown. Within a Bayesian formulation, a sequential decision rule is derived that op-timizes a trade-off between the probability of false alarm and the number of samples needed for the decision. In the case in which one can observe one sequence at a time, it is shown that the cumu-lative sum (CUSUM) test, which is well-known to be optim...
In this thesis we consider certain problems of optimal change detection in which the task is to deci...
Sequential change diagnosis is the joint problem of detection and identification of a sudden and uno...
The problem of sequential testing of multiple hypotheses is considered, and two candidate sequential...
PAPER AWARD. The problem of sequentially finding an inde-pendent and identically distributed (i.i.d....
Sequential analysis refers to the statistical theory and methods that can be applied to situations w...
Abstract. We study the joint problem of sequential change detection and multiple hypothesis testing....
With infinite horizon, optimal rules for sequential search from a known distribution feature a const...
With infinite horizon, optimal rules for sequential search from a known distribution feature a const...
We study the joint problem of sequential change detection and multiple hypothesis testing. Suppose t...
Sequential analysis refers to the statistical theory and methods that can be applied to situations w...
Cataloged from PDF version of article.We study the joint problem of sequential change detection and ...
Suppose that local characteristics of several independent compound Poisson and Wiener processes chan...
Sequential change diagnosis is the joint problem of detection and identification of a sudden and uno...
Abstract — The problem of quickest detection of an anomalous process among M processes is considered...
Abstract—Sequential detection of independent anomalous pro-cesses among processes is considered. At ...
In this thesis we consider certain problems of optimal change detection in which the task is to deci...
Sequential change diagnosis is the joint problem of detection and identification of a sudden and uno...
The problem of sequential testing of multiple hypotheses is considered, and two candidate sequential...
PAPER AWARD. The problem of sequentially finding an inde-pendent and identically distributed (i.i.d....
Sequential analysis refers to the statistical theory and methods that can be applied to situations w...
Abstract. We study the joint problem of sequential change detection and multiple hypothesis testing....
With infinite horizon, optimal rules for sequential search from a known distribution feature a const...
With infinite horizon, optimal rules for sequential search from a known distribution feature a const...
We study the joint problem of sequential change detection and multiple hypothesis testing. Suppose t...
Sequential analysis refers to the statistical theory and methods that can be applied to situations w...
Cataloged from PDF version of article.We study the joint problem of sequential change detection and ...
Suppose that local characteristics of several independent compound Poisson and Wiener processes chan...
Sequential change diagnosis is the joint problem of detection and identification of a sudden and uno...
Abstract — The problem of quickest detection of an anomalous process among M processes is considered...
Abstract—Sequential detection of independent anomalous pro-cesses among processes is considered. At ...
In this thesis we consider certain problems of optimal change detection in which the task is to deci...
Sequential change diagnosis is the joint problem of detection and identification of a sudden and uno...
The problem of sequential testing of multiple hypotheses is considered, and two candidate sequential...