Is Average Run Length to False Alarm Always an Informative Criterion?
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- Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
- Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
- Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
- Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
- Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
- Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
- Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
- Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
- Average run length to false alarm for surveillance schemes designed with partially specified pre-change distribution
Cites work
- An algorithm for detecting a change in a stochastic process
- Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
- Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models
- Asymptotically Optimum Sequential Inference and Design
- Average run lengths of an optimal method of detecting a change in distribution
- Decision theoretic optimality of the cusum procedure
- Detecting a change in regression: First-order optimality
- Detection of intrusions in information systems by sequential change-point methods
- scientific article; zbMATH DE number 1688529 (Why is no real title available?)
- scientific article; zbMATH DE number 3766893 (Why is no real title available?)
- scientific article; zbMATH DE number 9266 (Why is no real title available?)
- scientific article; zbMATH DE number 3045589 (Why is no real title available?)
- Information bounds and quick detection of parameter changes in stochastic systems
- On an Equation of Wald
- On Optimum Methods in Quickest Detection Problems
- Optimal detection of a change in distribution
- Optimal stopping times for detecting changes in distributions
- Procedures for Reacting to a Change in Distribution
- Prospective Time Periodic Geographical Disease Surveillance Using a Scan Statistic
- Quickest detection with exponential penalty for delay
- Sequential analysis. Tests and confidence intervals
- Sequential change-point detection in continuous time when the post-change drift is unknown
- Sequential change-point detection when unknown parameters are present in the pre-change distribution
- Sequential detection of a change in a normal mean when the initial value is unknown
- SPRT and CUSUM in hidden Markov models
- Stopping Times of SPRTS Based on Exchangeable Models
- Surveillance of a Simple Linear Regression
- The Distribution of the Run Length of One-Sided CUSUM Procedures for Continuous Random Variables
Cited in
(26)- Average run length to false alarm for surveillance schemes designed with partially specified pre-change distribution
- Practical aspects of false alarm control for change point detection: beyond average run length
- Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
- On the average run length to false alarm in surveillance problems which possess an invariance structure
- A lower bound on the ARL to detection of a change with a probability constraint on false alarm
- Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis
- Sequential change point detection in high dimensional time series
- Exact average run lengths for monitoring Poisson counts
- Author's Responses
- From Disorder Detection to Optimal Stopping and Mathematical Finance
- A Bayesian Approach to Sequential Surveillance in Exponential Families
- Likelihood-based EWMA charts for monitoring Poisson count data with time-varying sample sizes
- Single and multiple change-point detection with differential privacy
- Aspects on the control of false alarms in statistical surveillance and the impact on the return of financial decision systems
- CSCC chart for binomial parameters under inspection error
- Author's Response
- Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
- Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
- Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
- Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
- Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
- Detecting an intermittent change of unknown duration
- Comparison of control charts for Poisson count data in health-care monitoring
- Controlling the exponentially weighted moving average S^2 control chart false alarm behavior when the in-control variance level must be estimated
- Sequential change-point detection: Laplace concentration of scan statistics and non-asymptotic delay bounds
- Monitoring a binomial process subject to changes in the success rates
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