8 problems

In online change detection for dynamic community structures under a censored block model, let $n$ denote the network size and let the window size determine the amount of data used…

Let the mean time to false alarm (MTFA) be the reciprocal of the false-alarm rate (FAR) used to constrain a sequential change-detection procedure. Consider independent, non-station…

In a periodic independent, identically distributed model, consider quickest change detection under Lorden's minimax criterion, and allow stopping algorithms whose thresholds vary p…

Consider a non-Bayesian or minimax version of the change-detection problem studied in the paper, and let the false alarm rate vary over its possible values. A single-threshold poli…

The classical Shiryaev formulation compares the periodic-Shiryaev algorithm with the classical Shiryaev algorithm for detecting a change, using false-alarm and delay penalties. Exi…

Third-order asymptotic optimality conjecture. For the Pollak min-max criterion, when $R_t$ is initialized with $r_*=2.299812$, the stopping rule $T_*$ is third-order asymptotically…

Let $f_\lambda(R)$ be the function defined by the integral equation in the paper, let $r_*$ be the positive constant determined by … and let $\lambda\geq 0$. The inequality conject…

Let $K$ sensors monitor for a change, of which at most $M$ may be corrupt. The Low-Sum-CUSUM procedure stops when the sum of the smallest $K-M$ local CUSUM statistics crosses a fix…