Optimal stopping times for detecting changes in distributions

From MaRDI portal
Publication:1088353

DOI10.1214/aos/1176350164zbMath0612.62116OpenAlexW2018319586MaRDI QIDQ1088353

George V. Moustakides

Publication date: 1986

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350164




Related Items (only showing first 100 items - show all)

Sequential change-point detection for skew normal distributionThe detection and estimation of the change point in a disccrete-time stochastic systemThe geometric CUSUM chart with sampling inspection for monitoring fraction defectiveCusum procedure for monitoring variabilityDetection and Diagnosis of Unknown Abrupt Changes Using CUSUM Multi-Chart SchemesRisk-adjusted control charts based on LR-fuzzy dataThe optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance changeDetecting changes in real-time data: a user’s guide to optimal detectionDesigns of moving average control chartAn empirical likelihood-based CUSUM for on-line model change detectionAsymptotically optimal ditiction of a change in a linear modelOn detecting jumps in time series: nonparametric settingStatistical Surveillance. Optimality and MethodsGradient analysis of Markov-type control schemes and its applicationsRobust change detection for large-scale data streamsOptimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation SequencesUnivariate fast initial response statistical process control with taut stringsA cumulative score control scheme for detecting process shiftsAdaptive resources allocation CUSUM for binomial count data monitoring with application to COVID-19 hotspot detectionRapid online plant leaf area change detection with high-throughput plant image dataOn the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov ChainsAn improved mixed-homogeneously weighted moving average-CUSUM control chart for efficient monitoring of a process meanAn optimization method for change-point monitoring in finite samples sequenceMonitoring parameter shift with Poisson integer-valued GARCH modelsDetecting an intermittent change of unknown durationA series expansion formula of the scale matrix with applications in CUSUM analysisUnnamed ItemShift detection in two-way arraysModel misspecification in discrete time Bayesian online change detectionAsymptotic optimality theory for active quickest detection with unknown postchange parametersOn‐board diagnosis for three‐way catalytic convertersModeling and quickest detection of a rapidly approaching objectData-adaptive symmetric CUSUM for sequential change detectionTruncated sequential change-point detection for Markov chains with applications in the epidemic statistical analysisOn the Minimax Optimality of the CUSUM Statistic in Disorder Problems for Brownian MotionA Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of ParametersNonparametric Stopping Rules for Detecting Small Changes in Location and Scale FamiliesA generalized cusum procedure for sequential detection of change-point in a parametric family when the initial parameter is unknownSignaling NBER turning points: a sequential approachComparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated dataAsymptotic statistical properties of communication-efficient quickest detection schemes in sensor networksSequential Detection of Transient ChangesCUSUM multi-chart for detecting unknown abrupt changes under finite measure space for network observation sequencesChange-Points: From Sequential Detection to Biology and BackDiscussion on “Change-Points: From Sequential Detection to Biology and Back” by David SiegmundThe design and analysis of 2-CUSUM procedureOptimal Sequential Change Detection for Fractional Diffusion-Type ProcessesState-of-the-Art in Bayesian Changepoint DetectionA Fixed-Size Sample Strategy for the Sequential Detection and Isolation of Non-Orthogonal AlternativesCompound Poisson Disorder Problems with Nonlinear Detection Delay Penalty Cost FunctionsSequential Detection and Estimation of Change-PointsThe Continuous Run Sum ChartAsymptotically Optimal Methods of Early Change-Point DetectionShewhart RevisitedCUSUM Procedures for Monitoring Process Mean and VariabilityWeighted moving averages: an efficient plan for monitoring specific location shiftsA continuous sampling plan using CUSUMsEvaluations of some Exponentially Weighted Moving Average methodsA One-Sided EWMA Control Chart for Monitoring Process MeansAn accurate algorithm to compute the run length probability distribution, and its convolutions, for a cusum chart to control normal meanA Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion ModelThe Optimal Stopping Time for Detecting Changes in Discrete Time Markov ProcessesFast computing for dynamic screening systems when analyzing correlated dataSequential subspace change point detectionAuthor's ResponseSequential Detection of Change-Points in Linear ModelsComputation of the run-length percentiles of CUSUM control charts under changes in variancesThe computation of average run length and average time to signal: an overviewOptimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion modelDiscussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne FrisénDiscussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne FrisénDiscussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne FrisénNumerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in DistributionsAsymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time ModelsSemiparametric Surveillance of Monotonic ChangesMultiple Optimality Properties of the Shewhart TestByzantine Fault Tolerant Distributed Quickest Change DetectionEvaluatiok of optimum weights and average run lenghts in ewma control schemesSteady-state average run length(s): Methodology, formulas, and numericsNonparametric adaptive change point estimation and on line detectionAn optimal control chart for finite matrix sequences at some unknown change pointOptimal sequential tests for detection of changes under finite measure space for finite sequences of networksDetection and Diagnosis of Distribution Changes of Degree Ratio in Complex NetworksChange-level detection for Lévy subordinatorsThe Impact of Intensity in Surveillance of Cyclical ProcessesOn the Use of the SPRT in Determining the Properties of Some CUSUM ProceduresLikelihood Ratio Identities and Their Applications to Sequential AnalysisSequential Change-Point Detection in State-Space ModelsOn phase II monitoring of the probability distributions of univariate continuous processesAdaptive CUSUM of the Q chartOptimality of the CUSUM procedure in continuous time.A generalized EWMA control chart and its comparison with the optimal EWMA, CUSUM and GLR schemes.Guest Editorial: Eighty Years of Control ChartsProperties and Use of the Shewhart Method and Its FollowersMethods of analyzing nonstationary time series with implicit changes in their propertiesNonparametric multivariate statistical process control charts: a hypothesis testing-based approachAsymptotics of sums of regression residuals under multiple ordering of regressorsA note on Ritov's Bayes approach to the minimax property of the cusum procedureSequential change point detection in high dimensional time seriesDetecting changes in signals and systems - a survey




This page was built for publication: Optimal stopping times for detecting changes in distributions