Detecting the emergence of a signal in a noisy image

D Siegmund, B Yakir

Research output: Contribution to journalArticlepeer-review


We study sequential change-point detection when observations form a sequence of independent Gaussian random fields, and the change-point is the time at which a signal of known functional form involving a finite number of unknown parameters appears. Building on Siegmund and Yakir (2008), which identifies in a simpler problem a detection procedure of Shiryayev-Roberts type that is asymptotically minimax up to terms that vanish as the false detection rate converges to zero, we compare easily computed approximations to the Shiryayev-Roberts detection procedure with similar approximations to CUSUM type procedures. Although the CUSUM type procedures are suboptimal, our studies indicate that they compare favorably to the asymptotically optimal procedures.
Original languageAmerican English
Pages (from-to)3-12
Number of pages10
JournalStatistics and its Interface
Issue number1
StatePublished - 2008


  • Change-point
  • Image detection
  • Sequential detection


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