Non-Parametric Quickest Mean-Change Detection - researchr publication related

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Yuchen Liang, Venugopal V. Veeravalli. Non-Parametric Quickest Mean-Change Detection. IEEE Transactions on Information Theory, 68(12):8040-8052, 2022. [doi]

The following publications are possibly variants of this publication:

Non-Parametric Quickest Detection of a Change in the Mean of an Observation SequenceYuchen Liang, Venugopal V. Veeravalli. ciss 2021: 1-6 [doi]

Decentralized quickest change detectionVenugopal V. Veeravalli. TIT, 47(4):1657-1665, 2001.

Quickest Change Detection With Non-Stationary Post-Change ObservationsYuchen Liang, Alexander G. Tartakovsky, Venugopal V. Veeravalli. TIT, 69(5):3400-3414, May 2023. [doi]

Quickest Detection of Composite and Non-Stationary Changes with Application to Pandemic MonitoringYuchen Liang, Venugopal V. Veeravalli. icassp 2022: 5807-5811 [doi]

Quickest Change Detection with Controlled SensingGeorgios Fellouris, Venugopal V. Veeravalli. isit 2022: 1921-1926 [doi]

Bayesian quickest change process detectionVasanthan Raghavan, Venugopal V. Veeravalli. isit 2009: 644-648 [doi]

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