Quickest Change Detection with Confusing Change

arXiv:2405.00842v1 Announce Type: cross
Abstract: In the problem of quickest change detection (QCD), a change occurs at some unknown time in the distribution of a sequence of independent observations. This work studies a QCD problem where the change is either a bad change, which we aim to detect, or a confusing change, which is not of our interest. Our objective is to detect a bad change as quickly as possible while avoiding raising a false alarm for pre-change or a …

abstract aim arxiv change cs.it cs.lg detection distribution eess.sp independent math.it math.oc math.st stat.th studies type work