@article{0b3e3a95d47c4c9583d3483986dccc80,
title = "A Bayesian Approach to Sequential Change Detection and Isolation Problems",
abstract = "The problem of sequential change detection and isolation under the Bayesian setting is investigated, where the change point is a random variable with a known distribution. A recursive algorithm is proposed, which utilizes the prior distribution of the change point. We show that the proposed decision procedure is guaranteed to control the false alarm probability and the false isolation probability separately under certain regularity conditions, and it is asymptotically optimal with respect to a Bayesian criterion. ",
keywords = "Asymptotic behavior, average detection delay, Bayesian change detection, change detection and isolation, decision procedures",
author = "Jie Chen and Wenyi Zhang and Poor, {H. Vincent}",
note = "Funding Information: Manuscript received November 19, 2018; revised May 31, 2020; accepted December 1, 2020. Date of publication December 7, 2020; date of current version February 17, 2021. The work of Jie Chen and Wenyi Zhang was supported by the National Key Research and Development Program of China under Grant 2018YFB1801105 and in part by the National Natural Science Foundation of China under Grant 61722114. The work of H. Vincent Poor was supported by the U.S. National Science Foundation under Grant CCF-1908308 and Grant ECCS-1824710. (Corresponding author: Wenyi Zhang.) Jie Chen and Wenyi Zhang are with the CAS Key Laboratory of Wireless-Optical Communications, University of Science and Technology of China, Hefei 230027, China, and also with the Department of Electronic Engineering and Information Science, University of Science and Technology of China, Hefei 230027, China (e-mail: cj12@mail.ustc.edu.cn; wenyizha@ustc.edu.cn).",
year = "2021",
month = mar,
doi = "10.1109/TIT.2020.3042878",
language = "English (US)",
volume = "67",
pages = "1796--1803",
journal = "IEEE Transactions on Information Theory",
issn = "0018-9448",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
number = "3",
}