44.4STMar 15
Sequential Change Detection Under Markov Setup With Unknown Prechange And Postchange DistributionsAshish Bhoopesh Gulaguli, Shashwat Singh, Rakesh Kumar Bansal
In this work we extend the results developed in 2022 for a sequential change detection algorithm making use of Page's CUSUM statistic, the empirical distribution as an estimate of the pre-change distribution, and a universal code as a tool for estimating the post-change distribution, from the i.i.d. case to the Markov setup.