Minimax Optimality of Shiryaev-Roberts Procedure for Quickest Drift Change Detection of a Brownian motion.
Taposh BanerjeeGeorge V. MoustakidesPublished in: CoRR (2016)
Keyphrases
- change detection
- brownian motion
- concept drift
- stochastic process
- remote sensing images
- remote sensing
- differential equations
- diffusion process
- data streams
- optimal control
- poisson process
- stochastic processes
- image registration
- heavy traffic
- vector valued
- queue length
- closed form solutions
- optimal solution
- markov chain
- image segmentation
- high resolution
- gamma distributions