Asymptotically pointwise optimal change detection in multiple channels

DOI10.1080/07474946.2014.961840MaRDI QIDQ2934406zbMATH OpenOpenAlexFDO

Authors Michael Baron

Publication date 12 December 2014

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2014.961840

zbMATH Keywords

APOBayes sequentialchange-point detectionrisk

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Fault detection; testing in circuits and networks (94C12)

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Cites work

• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
• BAYES STOPPING RULES IN A CHANGE-POINT MODEL WITH A RANDOM HAZARD RATE
• Extensions of the strong law of large numbers of Marcinkiewicz and Zygmund for dependent variables
• scientific article; zbMATH DE number 3502497 (Why is no real title available?)
• scientific article; zbMATH DE number 3607222 (Why is no real title available?)
• Information Bounds and Quickest Change Detection in Decentralized Decision Systems
• Integral expressions for tail probabilities of the multinomial and negative multinomial distributions
• Multisource Bayesian sequential change detection
• On convergence properties of sums of dependent random variables under second moment and covariance restrictions
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• Quickest Change Detection of a Markov Process Across a Sensor Array
• Sequential detection of targets in multichannel systems
• Sequential multi-sensor change-point detection
• The strong law of large numbers for extended negatively dependent random variables

Cited in

(13)

• Efficiency of the generalized Neyman-Pearson test for detecting changes in a multichannel system
• A robust two-stage procedure for the Poisson process under the linear exponential loss function
• Asymptotically optimal quickest change detection in multistream data -- Part 1: General stochastic models
• Multisource Bayesian sequential change detection
• Change-point detection in multichannel and distributed systems
• Asymptotic optimality in Bayesian change point detection problems under global false alarm probability constraint
• Asymptotically optimal Bayesian sequential change detection and identification rules
• scientific article; zbMATH DE number 862395 (Why is no real title available?)
• Asymptotically optimal methods of early change-point detection
• Strong law of large numbers for functionals of random fields with unboundedly increasing covariances
• On sequential spectral analysis of amplitude-modulated time series
• Asymptotically pointwise optimal allocation rules for continuous-time processes in Bayes sequential estimation
• On a multi-channel change-point problem

Describes a project that uses

Uses Software

• UCI

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