Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown (Q3578021): Difference between revisions

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+Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks
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+Conjugate priors for exponential families
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+Information bounds and quick detection of parameter changes in stochastic systems
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+Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems
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+Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
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+A simple Bayesian approach to multiple change-points
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+A Bayesian Approach to Sequential Surveillance in Exponential Families
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+On Excess Over the Boundary
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+Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple
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+CONTINUOUS INSPECTION SCHEMES
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+Sequential detection of a change in a normal mean when the initial value is unknown
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+On Optimum Methods in Quickest Detection Problems
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+Q4172681
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+Using the generalized likelihood ratio statistic for sequential detection of a change-point
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+Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
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+Large deviations of likelihood ratio statistics with applications to sequential testing
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+Bayes procedures for detecting a shift in the probability of success in a series of Bernoulli trials
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