Zobrazeno 1 - 10
of 427
pro vyhledávání: '"Veeravalli, Venugopal V."'
A finite horizon variant of the quickest change detection problem is studied, in which the goal is to minimize a delay threshold (latency), under constraints on the probability of false alarm and the probability that the latency is exceeded. In addit
Externí odkaz:
http://arxiv.org/abs/2408.05817
State of the art methods for target tracking with sensor management (or controlled sensing) are model-based and are obtained through solutions to Partially Observable Markov Decision Process (POMDP) formulations. In this paper a Reinforcement Learnin
Externí odkaz:
http://arxiv.org/abs/2407.13995
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
Externí odkaz:
http://arxiv.org/abs/2405.00842
The problem of quickest change detection is studied in the context of detecting an arbitrary unknown mean-shift in multiple independent Gaussian data streams. The James-Stein estimator is used in constructing detection schemes that exhibit strong det
Externí odkaz:
http://arxiv.org/abs/2404.05486
We study the problem of distributed and rate-adaptive feature compression for linear regression. A set of distributed sensors collect disjoint features of regressor data. A fusion center is assumed to contain a pretrained linear regression model, tra
Externí odkaz:
http://arxiv.org/abs/2404.02179
In the problem of quickest change detection, a change occurs at some unknown time in the distribution of a sequence of random vectors that are monitored in real time, and the goal is to detect this change as quickly as possible subject to a certain f
Externí odkaz:
http://arxiv.org/abs/2310.17223
The problem of quickest detection of a change in the distribution of a sequence of independent observations is considered. It is assumed that the pre-change distribution is known (accurately estimated), while the only information about the post-chang
Externí odkaz:
http://arxiv.org/abs/2309.16171
The problem of quickest change detection in a sequence of independent observations is considered. The pre-change distribution is assumed to be known, while the post-change distribution is completely unknown. A window-limited leave-one-out (LOO) CuSum
Externí odkaz:
http://arxiv.org/abs/2211.00223
The problem of robust binary hypothesis testing is studied. Under both hypotheses, the data-generating distributions are assumed to belong to uncertainty sets constructed through moments; in particular, the sets contain distributions whose moments ar
Externí odkaz:
http://arxiv.org/abs/2210.12869