Abstract
In this paper, we derive a precise false alarm rate of the SUM-CUSUM scheme when monitoring high-dimensional data streams or large-scale local data streams in the modern asymptotic regime, where the dimensionality of data tends to infinity. Both high-level easy-to-understand arguments and rigorous proofs based on the localization Theorem from Yakir (2013) are provided. The result enables us to improve a hypothesized detection threshold of the SUM-CUSUM scheme made in Mei (Biometrika, 2010) to achieve the desired false alarm rate.
| Original language | English |
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| Title of host publication | ISIT 2025 - 2025 IEEE International Symposium on Information Theory, Proceedings |
| Publisher | Institute of Electrical and Electronics Engineers Inc. |
| ISBN (Electronic) | 9798331543990 |
| DOIs | |
| State | Published - 2025 |
| Event | 2025 IEEE International Symposium on Information Theory, ISIT 2025 - Ann Arbor, United States Duration: 22 Jun 2025 → 27 Jun 2025 |
Publication series
| Name | IEEE International Symposium on Information Theory - Proceedings |
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| ISSN (Print) | 2157-8095 |
Conference
| Conference | 2025 IEEE International Symposium on Information Theory, ISIT 2025 |
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| Country/Territory | United States |
| City | Ann Arbor |
| Period | 22/06/25 → 27/06/25 |
Bibliographical note
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