State-of-the-art in sequential change-point detection
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Cites work
- scientific article; zbMATH DE number 5629283 (Why is no real title available?)
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- scientific article; zbMATH DE number 3766893 (Why is no real title available?)
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- scientific article; zbMATH DE number 3246773 (Why is no real title available?)
- scientific article; zbMATH DE number 2226430 (Why is no real title available?)
- scientific article; zbMATH DE number 3190745 (Why is no real title available?)
- scientific article; zbMATH DE number 3062496 (Why is no real title available?)
- A Bayes Approach to a Quality Control Model
- A Small Sample Size Comparison of the Cusum and Shiryayev-Roberts Approaches: Changepoint Detection
- A numerical approach to performance analysis of quickest change-point detection procedures
- Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
- Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
- Asymptotic optimality in Bayesian change point detection problems under global false alarm probability constraint
- Average run lengths of an optimal method of detecting a change in distribution
- CONTINUOUS INSPECTION SCHEMES
- Convergence of quasi-stationary to stationary distributions for stochastically monotone Markov processes
- Decision theoretic optimality of the cusum procedure
- Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
- Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
- General Asymptotic Bayesian Theory of Quickest Change Detection
- Information bounds and quick detection of parameter changes in stochastic systems
- On Optimum Methods in Quickest Detection Problems
- On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
- On stochastic models and optimal methods in the 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
- Quickest Detection
- Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings
- Quickest detection problems: fifty years later
- Random difference equations and renewal theory for products of random matrices
- SPRT and CUSUM in hidden Markov models
- Sequential analysis. Tests and confidence intervals
- Sequential change detection revisited
- State-of-the-art in Bayesian changepoint detection
- The Distribution of Products of Beta, Gamma and Gaussian Random Variables
- Theoretical Numerical Analysis
- Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures
Cited in
(36)- Bayesian quickest change detection for unnormalized and score-based models
- The optimality in non-Bayesian change-point detection for finite observation sequence
- Model misspecification in discrete time Bayesian online change detection
- Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process
- Quickest drift change detection in Lévy-type force of mortality model
- A new approach for open‐end sequential change point monitoring
- An accurate method for determining the pre-change run length distribution of the generalized Shiryaev-Roberts detection procedure
- On robustness of the Shiryaev-Roberts change-point detection procedure under parameter misspecification in the post-change distribution
- scientific article; zbMATH DE number 7306886 (Why is no real title available?)
- Detecting changes in real-time data: a user's guide to optimal detection
- Online change points detection for linear dynamical systems with finite sample guarantees
- Correction to: ``Streaming changepoint detection for transition matrices
- Comparative performance analysis of the cumulative sum chart and the Shiryaev-Roberts procedure for detecting changes in autocorrelated data
- Micro–Macro Changepoint Inference for Periodic Data Sequences
- Exact distribution of the generalized Shiryaev-Roberts stopping time under the minimax Brownian motion setup
- Quickest detection of an accumulated state-dependent change point
- Sequential change-point detection: computation versus statistical performance
- Asymptotic near-minimaxity of the randomized Shiryaev-Roberts-Pollak change-point detection procedure in continuous time
- Adaptive Change Point Monitoring for High-Dimensional Data
- Efficient performance evaluation of the generalized Shiryaev-Roberts detection procedure in a multi-cyclic setup
- Bayesian Models Applied to Cyber Security Anomaly Detection Problems
- Discussion on ``Change-points: from sequential detection to biology and back by David Siegmund
- On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case
- A control chart for variance based on squared ranks
- On the quasi-stationary distribution of the Shiryaev-Roberts diffusion
- State-of-the-Art in Sequential Change-Point Detection
- Bayesian quickest detection in sensor arrays
- Sequential nonparametric tests for a change in distribution: an application to detecting radiological anomalies
- On-line change-point detection (for state space models) using multi-process Kalman filters
- scientific article; zbMATH DE number 795279 (Why is no real title available?)
- An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach
- On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process
- Sequential Change-Point Detection in State-Space Models
- Modeling & Optimization for Streaming Listening Demand
- Real-time change-point detection algorithm with an application to glycemic control for diabetic pregnant women
- Sequential change-point detection in continuous time when the post-change drift is unknown
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