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An Effective Approach To Nonparametric Quickest Detection And Its Decentralized Realization, Dayu Yang

Doctoral Dissertations

This dissertation focuses on the study of nonparametric quickest detection and its decentralized implementation in a distributed environment. Quickest detection schemes are geared toward detecting a change in the state of a data stream or a real-time process. Classical quickest detection schemes invariably assume knowledge of the pre-change and post-change distributions that may not be available in many applications. A distribution free nonparametric quickest detection procedure is presented based on a novel distance measure, referred to as the Q-Q distance calculated from the Quantile-Quantile plot. Theoretical analysis of the distance measure and detection procedure is presented to justify the proposed …