Sequential Change Detection Under Markov Setup With Unknown Prechange And Postchange Distributions
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Abstract (arXiv)
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.
Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). First posted on arXiv 30 Oct 2025.
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