TY - GEN
T1 - Nearly minimax changepoint detection procedures
AU - Tartakovsky, Alexander G.
AU - Pollak, Moshe
PY - 2011
Y1 - 2011
N2 - We design a quickest change detection procedure that is almost minimax in the sense of minimizing the maximal (over change points) expected delay to detection for a given low false alarm rate. This procedure represents a variation of the Shiryaev-Roberts procedure that starts off at a fixed specially designed point.
AB - We design a quickest change detection procedure that is almost minimax in the sense of minimizing the maximal (over change points) expected delay to detection for a given low false alarm rate. This procedure represents a variation of the Shiryaev-Roberts procedure that starts off at a fixed specially designed point.
UR - http://www.scopus.com/inward/record.url?scp=80054844007&partnerID=8YFLogxK
U2 - 10.1109/ISIT.2011.6034057
DO - 10.1109/ISIT.2011.6034057
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AN - SCOPUS:80054844007
SN - 9781457705953
T3 - IEEE International Symposium on Information Theory - Proceedings
SP - 2676
EP - 2680
BT - 2011 IEEE International Symposium on Information Theory Proceedings, ISIT 2011
T2 - 2011 IEEE International Symposium on Information Theory Proceedings, ISIT 2011
Y2 - 31 July 2011 through 5 August 2011
ER -