Sequential Change Detection Under Markov Setup With Unknown Prechange And Postchange Distributions
Statistics Theory
2026-03-17 v3 Information Theory
Signal Processing
math.IT
Statistics Theory
Abstract
In this work we extend the results developed in 2022 for a sequential change detection algorithm making use of Page's CUSUM statistic, the empirical distribution as an estimate of the pre-change distribution, and a universal code as a tool for estimating the post-change distribution, from the i.i.d. case to the Markov setup.
Cite
@article{arxiv.2510.26204,
title = {Sequential Change Detection Under Markov Setup With Unknown Prechange And Postchange Distributions},
author = {Ashish Bhoopesh Gulaguli and Shashwat Singh and Rakesh Kumar Bansal},
journal= {arXiv preprint arXiv:2510.26204},
year = {2026}
}
Comments
6 pages, theoretical paper, Pre-print