Model misspecification in discrete time Bayesian online change detection
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- scientific article; zbMATH DE number 850698
Cites work
- A diffusion process and its applications to detecting a change in the drift of Brownian motion
- A note on sequential detection with exponential penalty for the delay.
- Adaptive Poisson disorder problem
- Asymptotic Bayesian Theory of Quickest Change Detection for Hidden Markov Models
- Asymptotic Optimality of Mixture Rules for Detecting Changes in General Stochastic Models
- Bayesian sequential change diagnosis
- Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
- Compound Poisson Disorder Problem
- Data-Efficient Minimax Quickest Change Detection With Composite Post-Change Distribution
- Detection and identification of changes of hidden Markov chains: asymptotic theory
- Detection of abrupt changes: theory and application
- scientific article; zbMATH DE number 3898058 (Why is no real title available?)
- scientific article; zbMATH DE number 3518072 (Why is no real title available?)
- scientific article; zbMATH DE number 3607222 (Why is no real title available?)
- scientific article; zbMATH DE number 722978 (Why is no real title available?)
- scientific article; zbMATH DE number 1795857 (Why is no real title available?)
- scientific article; zbMATH DE number 6303356 (Why is no real title available?)
- Inference in hidden Markov models.
- Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013
- Misspecified and Asymptotically Minimax Robust Quickest Change Detection
- Monotonicity and robustness in Wiener disorder detection
- Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems
- Multisource Bayesian sequential change detection
- On Optimum Methods in Quickest Detection Problems
- On robustness of the Shiryaev-Roberts change-point detection procedure under parameter misspecification in the post-change distribution
- On the Wiener disorder problem
- Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives
- Optimal stopping times for detecting changes in distributions
- Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model
- Optimum Multi-Stream Sequential Change-Point Detection With Sampling Control
- Procedures for Reacting to a Change in Distribution
- Quickest detection in the Wiener disorder problem with post-change uncertainty
- Quickest Detection of Dynamic Events in Networks
- Quickest detection problems: fifty years later
- Quickest detection with exponential penalty for delay
- Sequential change detection and hypothesis testing. General non-i.i.d. stochastic models and asymptotically optimal rules
- Sequential Detection and Identification of a Change in the Distribution of a Markov-Modulated Random Sequence
- Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems
- State-of-the-art in Bayesian changepoint detection
- State-of-the-art in sequential change-point detection
- Stochastic disorder problems
- Technical analysis techniques versus mathematical models: boundaries of their validity domains
- The disorder problem for compound Poisson processes with exponential jumps
- The standard Poisson disorder problem revisited
- Two-sided disorder problem for a Brownian motion in a Bayesian setting
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