PM-CuSum mixes predictive distributions from multiple window lengths with adaptive weighting to achieve first-order asymptotic optimality in sequential change detection with a smaller remainder order in the delay bound than single fixed-window methods.
Available: https://arxiv.org/abs/2309.02369 17
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Adaptive Sequential Change Detection using Mixtures of Predictive Distributions
PM-CuSum mixes predictive distributions from multiple window lengths with adaptive weighting to achieve first-order asymptotic optimality in sequential change detection with a smaller remainder order in the delay bound than single fixed-window methods.