Tracking stopping times

Urs Niesen; Aslan Tchamkerten; Gregory Wornell

Tracking stopping times

Urs Niesen, Aslan Tchamkerten, Gregory Wornell

Massachusetts Institute of Technology

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

Let {(Xi, Yi)} ∞ be a sequence of pairs i of random variables, and let S be a bounded stopping time with respect to {Xi}∞ i=1. We propose the problem of finding a stopping time T with respect to {Yi}∞ i=1 that optimally tracks S in the sense that T minimizes the average reaction time E(T S)+ while keeping the false-Alarm probability P(T < S) below a given threshold α. This problem has applications in many different areas. In this paper we present an application related to communication over a channel with noisy feedback.

Original language	English
Title of host publication	44th Annual Allerton Conference on Communication, Control, and Computing 2006
Publisher	University of Illinois at Urbana-Champaign, Coordinated Science Laboratory and Department of Computer and Electrical Engineering
Pages	1432-1436
Number of pages	5
ISBN (Electronic)	9781604237924
Publication status	Published - 1 Jan 2006
Externally published	Yes
Event	44th Annual Allerton Conference on Communication, Control, and Computing 2006 - Monticello, United States Duration: 27 Sept 2006 → 29 Sept 2006

Publication series

Name	44th Annual Allerton Conference on Communication, Control, and Computing 2006
Volume	3

Conference

Conference	44th Annual Allerton Conference on Communication, Control, and Computing 2006
Country/Territory	United States
City	Monticello
Period	27/09/06 → 29/09/06

Cite this

Niesen, U., Tchamkerten, A., & Wornell, G. (2006). Tracking stopping times. In 44th Annual Allerton Conference on Communication, Control, and Computing 2006 (pp. 1432-1436). (44th Annual Allerton Conference on Communication, Control, and Computing 2006; Vol. 3). University of Illinois at Urbana-Champaign, Coordinated Science Laboratory and Department of Computer and Electrical Engineering.

Niesen, Urs ; Tchamkerten, Aslan ; Wornell, Gregory. / Tracking stopping times. 44th Annual Allerton Conference on Communication, Control, and Computing 2006. University of Illinois at Urbana-Champaign, Coordinated Science Laboratory and Department of Computer and Electrical Engineering, 2006. pp. 1432-1436 (44th Annual Allerton Conference on Communication, Control, and Computing 2006).

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title = "Tracking stopping times",

abstract = "Let \{(Xi, Yi)\} ∞ be a sequence of pairs i of random variables, and let S be a bounded stopping time with respect to \{Xi\}∞ i=1. We propose the problem of finding a stopping time T with respect to \{Yi\}∞ i=1 that optimally tracks S in the sense that T minimizes the average reaction time E(T S)+ while keeping the false-Alarm probability P(T < S) below a given threshold α. This problem has applications in many different areas. In this paper we present an application related to communication over a channel with noisy feedback.",

author = "Urs Niesen and Aslan Tchamkerten and Gregory Wornell",

year = "2006",

month = jan,

day = "1",

language = "English",

series = "44th Annual Allerton Conference on Communication, Control, and Computing 2006",

publisher = "University of Illinois at Urbana-Champaign, Coordinated Science Laboratory and Department of Computer and Electrical Engineering",

pages = "1432--1436",

booktitle = "44th Annual Allerton Conference on Communication, Control, and Computing 2006",

note = "44th Annual Allerton Conference on Communication, Control, and Computing 2006 ; Conference date: 27-09-2006 Through 29-09-2006",

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Niesen, U, Tchamkerten, A & Wornell, G 2006, Tracking stopping times. in 44th Annual Allerton Conference on Communication, Control, and Computing 2006. 44th Annual Allerton Conference on Communication, Control, and Computing 2006, vol. 3, University of Illinois at Urbana-Champaign, Coordinated Science Laboratory and Department of Computer and Electrical Engineering, pp. 1432-1436, 44th Annual Allerton Conference on Communication, Control, and Computing 2006, Monticello, United States, 27/09/06.

Tracking stopping times. / Niesen, Urs; Tchamkerten, Aslan; Wornell, Gregory.
44th Annual Allerton Conference on Communication, Control, and Computing 2006. University of Illinois at Urbana-Champaign, Coordinated Science Laboratory and Department of Computer and Electrical Engineering, 2006. p. 1432-1436 (44th Annual Allerton Conference on Communication, Control, and Computing 2006; Vol. 3).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Tracking stopping times

AU - Niesen, Urs

AU - Tchamkerten, Aslan

AU - Wornell, Gregory

PY - 2006/1/1

Y1 - 2006/1/1

N2 - Let {(Xi, Yi)} ∞ be a sequence of pairs i of random variables, and let S be a bounded stopping time with respect to {Xi}∞ i=1. We propose the problem of finding a stopping time T with respect to {Yi}∞ i=1 that optimally tracks S in the sense that T minimizes the average reaction time E(T S)+ while keeping the false-Alarm probability P(T < S) below a given threshold α. This problem has applications in many different areas. In this paper we present an application related to communication over a channel with noisy feedback.

AB - Let {(Xi, Yi)} ∞ be a sequence of pairs i of random variables, and let S be a bounded stopping time with respect to {Xi}∞ i=1. We propose the problem of finding a stopping time T with respect to {Yi}∞ i=1 that optimally tracks S in the sense that T minimizes the average reaction time E(T S)+ while keeping the false-Alarm probability P(T < S) below a given threshold α. This problem has applications in many different areas. In this paper we present an application related to communication over a channel with noisy feedback.

M3 - Conference contribution

AN - SCOPUS:84940650743

T3 - 44th Annual Allerton Conference on Communication, Control, and Computing 2006

SP - 1432

EP - 1436

BT - 44th Annual Allerton Conference on Communication, Control, and Computing 2006

PB - University of Illinois at Urbana-Champaign, Coordinated Science Laboratory and Department of Computer and Electrical Engineering

T2 - 44th Annual Allerton Conference on Communication, Control, and Computing 2006

Y2 - 27 September 2006 through 29 September 2006

ER -

Niesen U, Tchamkerten A, Wornell G. Tracking stopping times. In 44th Annual Allerton Conference on Communication, Control, and Computing 2006. University of Illinois at Urbana-Champaign, Coordinated Science Laboratory and Department of Computer and Electrical Engineering. 2006. p. 1432-1436. (44th Annual Allerton Conference on Communication, Control, and Computing 2006).

Tracking stopping times

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