Change-Points: From Sequential Detection to Biology and Back

DOI10.1080/07474946.2013.751834zbMath1271.62191OpenAlexW1997793604MaRDI QIDQ4916294

David O. Siegmund

Publication date: 22 April 2013

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2013.751834

zbMATH Keywords

false alarm ratechange-point detectionaverage run lengthexpected detection delay

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items

Multiscale Quantile Segmentation, The Bethe Hessian and information theoretic approaches for online change-point detection in network data, A heuristic, iterative algorithm for change-point detection in abrupt change models, Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences, On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains, Multiscale blind source separation, Autocovariance Estimation in Regression with a Discontinuous Signal and m‐Dependent Errors: A Difference‐Based Approach, FDR-control in multiscale change-point segmentation, ARL estimation of the control chart of log likelihood ratios' sum for Markov sequence, Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov, Multiscale change-point segmentation: beyond step functions, Online non-parametric changepoint detection with application to monitoring operational performance of network devices, Multiscale Change Point Inference

Cites Work

• Unnamed Item
• Unnamed Item
• Efficient scalable schemes for monitoring a large number of data streams
• Detecting simultaneous variant intervals in aligned sequences
• Detecting the emergence of a signal in a noisy image
• The statistics of gene mapping
• Statistical composition of high-scoring segments from molecular sequences
• Minimax optimality of the Shiryayev-Roberts change-point detection rule
• Optimal detection of a change in distribution
• Optimal stopping times for detecting changes in distributions
• Average run lengths of an optimal method of detecting a change in distribution
• Approximate tail probabilities for the maxima of some random fields
• Herbert Robbins and sequential analysis
• Using the generalized likelihood ratio statistic for sequential detection of a change-point
• Limit distribution of maximal non-aligned two-sequence segmental score
• Detection and localization of change-points in high-dimensional network traffic data
• Detecting simultaneous changepoints in multiple sequences
• Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
• Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
• A spatial scan statistic
• Local Maxima and the Expected Euler Characteristic of Excursion Sets of χ ², F and t Fields
• Testing for signals with unknown location and scale in a χ²random field, with an application to fMRI
• Circular binary segmentation for the analysis of array-based DNA copy number data
• Estimating and Testing Structural Changes in Multivariate Regressions
• Extreme Values in the GI/G/1 Queue
• Procedures for Reacting to a Change in Distribution
• The Distribution of the Maxima of a Random Curve
• Tubes and Spheres in n-Spaces, and a Class of Statistical Problems
• On the Volume of Tubes
• CONTINUOUS INSPECTION SCHEMES