Quickest Detection for Changes in Maximal kNN Coherence of Random Matrices
نویسندگان
چکیده
منابع مشابه
Quickest Detection for Changes in Maximal kNN Coherence of Random Matrices
The problem of quickest detection of a change in the distribution of a n × p random matrix based on a sequence of observations having a single unknown change point is considered. The forms of the preand post-change distributions of the rows of the matrices are assumed to belong to the family of elliptically contoured densities with sparse dispersion matrices but are otherwise unknown. A non-par...
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2018
ISSN: 1053-587X,1941-0476
DOI: 10.1109/tsp.2018.2855644