Sequential subspace change point detection

DOI10.1080/07474946.2020.1823191zbMath1461.62138arXiv1811.03936OpenAlexW3120305001MaRDI QIDQ4965650

Yao Xie, Liyan Xie, George V. Moustakides

Publication date: 9 March 2021

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

Full work available at URL: https://arxiv.org/abs/1811.03936

zbMATH Keywords

online algorithmlow rankspiked covariance modelchange point detectionfalse alarm control

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32) Seismology (including tsunami modeling), earthquakes (86A15) Applications of statistics to physics (62P35) Sequential statistical analysis (62L10)

Related Items (8)

Data-adaptive symmetric CUSUM for sequential change detection ⋮ Unnamed Item ⋮ ARL estimation of the control chart of log likelihood ratios' sum for Markov sequence ⋮ Sequential detection of transient signal by moving likelihood ratio statistic in an exponential family ⋮ Sequential change-point detection: computation versus statistical performance ⋮ Sequential Change-Point Detection for Mutually Exciting Point Processes ⋮ PERCEPT: A New Online Change-Point Detection Method using Topological Data Analysis ⋮ A comparative study on sequential detection of random mean change in multivariate normal data stream

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