Sequential Change Detection Under Markov Setup With Unknown Prechange And Postchange Distributions
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arXiv
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| Format: | Preprint |
| Publié: |
2025
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| _version_ | 1866915863682088960 |
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| author | Gulaguli, Ashish Bhoopesh Singh, Shashwat Bansal, Rakesh Kumar |
| author_facet | Gulaguli, Ashish Bhoopesh Singh, Shashwat Bansal, Rakesh Kumar |
| contents | In this work we extend the results developed in 2022 for a sequential change detection algorithm making use of Page's CUSUM statistic, the empirical distribution as an estimate of the pre-change distribution, and a universal code as a tool for estimating the post-change distribution, from the i.i.d. case to the Markov setup. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2510_26204 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Sequential Change Detection Under Markov Setup With Unknown Prechange And Postchange Distributions Gulaguli, Ashish Bhoopesh Singh, Shashwat Bansal, Rakesh Kumar Statistics Theory Information Theory Signal Processing 62L10, 62M05, 94A17 G.3; H.1.1; F.2.1 In this work we extend the results developed in 2022 for a sequential change detection algorithm making use of Page's CUSUM statistic, the empirical distribution as an estimate of the pre-change distribution, and a universal code as a tool for estimating the post-change distribution, from the i.i.d. case to the Markov setup. |
| title | Sequential Change Detection Under Markov Setup With Unknown Prechange And Postchange Distributions |
| topic | Statistics Theory Information Theory Signal Processing 62L10, 62M05, 94A17 G.3; H.1.1; F.2.1 |
| url | https://arxiv.org/abs/2510.26204 |