Minimax Robust Quickest Change Detection using Wasserstein Ambiguity Sets

Liyan Xie. Minimax Robust Quickest Change Detection using Wasserstein Ambiguity Sets. In IEEE International Symposium on Information Theory, ISIT 2022, Espoo, Finland, June 26 - July 1, 2022. pages 1909-1914, IEEE, 2022. [doi]

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