Tata Institute of Fundamental Research
Quickest Change Detection
Student Seminar
Speaker:
Malhar Ajit Managoli (TIFR)
Organiser:
Spandan Poddar
Date:
Friday, 28 Aug 2026, 16:00 to 17:00
Venue:
A-201 (STCS Seminar Room)
(Scan to add to calendar)
Abstract:
The problem of quickest change detection is as follows: There is a stochastic process X_1, X_2, ... which is initially distributed according to a law P, but at some point switches to a different law Q. The goal is to detect when this change occurs as quickly as possible while limiting the probability of false alarm. We will look at a version of this problem studied by Ritov in 1990, and show an optimal algorithm.
| Speaker: | Malhar Ajit Managoli (TIFR) |
| Organiser: | Spandan Poddar |
| Date: | Friday, 28 Aug 2026, 16:00 to 17:00 |
| Venue: | A-201 (STCS Seminar Room) |
(Scan to add to calendar)
Abstract:
The problem of quickest change detection is as follows: There is a stochastic process X_1, X_2, ... which is initially distributed according to a law P, but at some point switches to a different law Q. The goal is to detect when this change occurs as quickly as possible while limiting the probability of false alarm. We will look at a version of this problem studied by Ritov in 1990, and show an optimal algorithm.