Threshold learning from samples drawn from the null hypothesis for the generalized likelihood ratio cusum test
KOKARAM, ANIL CHRISTOPHER
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Citation:C. Hory, A. Kokaram and W. J. Christmas 'Threshold learning from samples drawn from the null hypothesis for the generalized likelihood ratio cusum test' in proceedings of IEEE International Workshop on Machine Learning for Signal Processing, Mystic, Connecticut, USA., 28-30 Sept., 2005, pp 111 - 116.
Although optimality of sequential tests for the detection of a change in the parameter of a model has been widely discussed, the test parameter tuning is still an issue. In this communication, we propose a learning strategy to set the threshold of the GLR CUSUM statistics to take a decision with a desired false alarm probability. Only data before the change point are required to perform the learning process. Extensive simulations are performed to assess the validity of the proposed method. The paper is concluded by opening the path to a new approach to multi-modal feature based event detection for video parsing
Other Titles:IEEE International Workshop on Machine Learning for Signal Processing
Science Foundation Ireland
Keywords:Electronic & Electrical Engineering