Sequential anomaly detection in the presence of noise and limited feedback

IEEE Transactions on Information Theory

Volumn 58, Issue 8, 2012, Pages 5544-5562

  Raginsky, Maxim ^a,b   Willett, Rebecca M ^a   Horn, Corinne ^c   Silva, Jorge ^a   Marcia, Roummel F ^d  

^a USA   (United States)

^b University of Illinois at Urbana Champaign   (United States)

^c STANFORD UNIVERSITY   (United States)

^d UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Anomaly detection; exponential families; filtering; individual sequences; label efficient prediction; minimax regret; online convex programming (OCP); prediction with limited feedback; sequential probability assignment; universal prediction

Indexed keywords

ANOMALY DETECTION; EXPONENTIAL FAMILY; INDIVIDUAL SEQUENCES; LIMITED FEEDBACK; MINIMAX REGRET; ONLINE CONVEX PROGRAMMING (OCP); PROBABILITY ASSIGNMENT;

CONVEX PROGRAMMING; FILTRATION;

FORECASTING;

EID: 84863971090     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIT.2012.2201375     Document Type: Article

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