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