Quickest anomaly detection: A case of active hypothesis testing

Keyphrases

• Anomaly Detection 100%
• Active Hypothesis Testing 100%
• Sequential Search Strategy 50%
• Asymptotically Optimal 50%
• Anomalous Events 50%
• Detection Time 50%
• Error Probability 50%
• Asymptotic Optimality 50%
• Chernoff 50%
• Probabilistic Constraints 50%
• Quickest Detection 50%
• Deterministic Test 50%
• Random Testing 50%

Mathematics

• Statistical Hypothesis Testing 100%
• Search Strategies 50%
• Probability Theory 50%
• Optimality 50%
• Minimizes 50%
• Asymptotics 50%
• Randomized Test 50%