Bandit Change-Point Detection for Real-Time Monitoring High-Dimensional Data Under Sampling Control
Bandit Change-Point Detection for Real-Time Monitoring High-Dimensional Data Under Sampling Control
In many real-world problems of real-time monitoring high-dimensional streaming data, one wants to detect an undesired event or change quickly once it occurs, but under the sampling control constraint in the sense that one might be able to only observe or use selected components data for decision-making per time step …