@inproceedings{e9316015ce3d46a2891093d15a12871d,
title = "Quickest detection of Gauss-Markov random fields",
abstract = "The problem of quickest data-adaptive and sequential search for clusters in a Gauss-Markov random field is considered. In the existing literature, such search for clusters is often performed using fixed sample size and non-adaptive strategies. In order to accommodate large networks, in which data adaptivity leads to significant gains in detection quality and agility, in this paper sequential and data-adaptive detection strategies are proposed and are shown to enjoy asymptotic optimality. The quickest detection problem is abstracted by adopting an acyclic dependency graph to model the mutual effects of different random variables in the field and decision making rules are derived for general random fields and specialized for Gauss-Markov random fields. Performance evaluations demonstrate the gains of the data-adaptive schemes over existing techniques in terms of sampling complexity and error exponents.",
keywords = "Gauss-Markov random field, Quickest detection, selection policy, sequential sampling",
author = "Javad Heydari and Ali Tajer and Poor, {H. Vincent}",
note = "Publisher Copyright: {\textcopyright} 2015 IEEE.; 53rd Annual Allerton Conference on Communication, Control, and Computing, Allerton 2015 ; Conference date: 29-09-2015 Through 02-10-2015",
year = "2016",
month = apr,
day = "4",
doi = "10.1109/ALLERTON.2015.7447089",
language = "English (US)",
series = "2015 53rd Annual Allerton Conference on Communication, Control, and Computing, Allerton 2015",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "808--814",
booktitle = "2015 53rd Annual Allerton Conference on Communication, Control, and Computing, Allerton 2015",
address = "United States",
}