Kavli Affiliate: Xian Chen | First 5 Authors: Haijie Xu, Xiaochen Xian, Chen Zhang, Kaibo Liu, | Summary: Sequential change point detection for multivariate autocorrelated data is a very common problem in practice. However, when the sensing resources are limited, only a subset of variables from the multivariate system can be observed at each sensing […]
Continue.. Partially-Observable Sequential Change-Point Detection for Autocorrelated Data via Upper Confidence Region