Second-Order Asymptotic Optimality in Multisensor Sequential Change Detection
نویسندگان
چکیده
منابع مشابه
Nearly second-order asymptotic optimality of sequential change-point detection with one-sample updates
Sequential hypothesis test and change-point detection when the distribution parameters are unknown is a fundamental problem in statistics and machine learning. We show that for such problems, detection procedures based on sequential likelihood ratios with simple one-sample update estimates such as online mirror descent are nearly second-order optimal. This means that the upper bound for the alg...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2016
ISSN: 0018-9448,1557-9654
DOI: 10.1109/tit.2016.2549042