Multi-variate quickest detection of significant change process
AbstractThe paper deals with a mathematical model of a surveillance system based on a net of sensors. The signals acquired by each node of the net are Markovian process, have two different transition probabilities, which depends on the presence or absence of a intruder nearby. The detection of the transition probability change at one node should be confirmed by a detection of similar change at some other sensors. Based on a simple game the model of a fusion center is then constructed. The aggregate function defined on the net is the background of the definition of a non-cooperative stopping game which is a model of the multivariate disorder detection
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 33838.
Date of creation: 25 Jul 2011
Date of revision: 19 Sep 2011
Publication status: Forthcoming in Lecture Notes in Computer Science GameSec 2011.7037(2011): pp. 56-66
voting stopping rule; majority voting rule; monotone voting strategy; change-point problems; quickest detection; sequential detection; simple game;
Find related papers by JEL classification:
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
- C71 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Cooperative Games
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
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