Truncated sequential change-point detection for Markov chains with applications in the epidemic statistical analysis

DOI10.1080/07474946.2023.2285777MaRDI QIDQ6186406

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Publication date: 2 February 2024

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

zbMATH Keywords

optimal stoppingsequential detectionBayes detection procedureschange point Markov modelsMarkov epidemic models

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Cites Work

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• Optimal stopping times for detecting changes in distributions
• Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
• Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis
• Minimax and pointwise sequential changepoint detection and identification for general stochastic models
• Change-Point Detection in Binomial Thinning Processes, with Applications in Epidemiology
• Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems
• Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series
• Information bounds and quick detection of parameter changes in stochastic systems
• Optimal Stopping Rules
• General Asymptotic Bayesian Theory of Quickest Change Detection

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