Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple
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Publication:3543508
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Cites work
- scientific article; zbMATH DE number 4190963 (Why is no real title available?)
- A robust surveillance scheme for stochastically ordered alternatives
- An efficient sequential nonparametric scheme for detecting a change of distribution
- Average run length to false alarm for surveillance schemes designed with partially specified pre-change distribution
- 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
- Nonanticipating estimation applied to sequential analysis and changepoint detection
- On the average run length to false alarm in surveillance problems which possess an invariance structure
- Optimal detection of a change in distribution
- Optimal stopping times for detecting changes in distributions
- Optimality and almost optimality of mixture stopping rules
- Sequential detection of a change in a normal mean when the initial value is unknown
- Surveillance of a Simple Linear Regression
- The expected sample size of some tests of power one
- Using the generalized likelihood ratio statistic for sequential detection of a change-point
Cited in
(19)- A simple change detection scheme.
- Asymptotic optimality theory for active quickest detection with unknown postchange parameters
- Fast and accurate detection of changes in data streams
- Detecting changes in a multiparameter exponential family by using adaptive CUSUM procedure
- On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process
- Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
- Sequential change-point detection when the pre- and post-change parameters are unknown
- An adaptive Shiryaev-Roberts procedure for signalling varying location shifts
- Nearly Optimal Change-Point Detection with an Application to Cybersecurity
- Rapid online plant leaf area change detection with high-throughput plant image data
- Beyond boundaries: Gary Lorden’s groundbreaking contributions to sequential analysis
- Sequential algorithms for moving anomaly detection in networks
- scientific article; zbMATH DE number 795279 (Why is no real title available?)
- A combined SR-CUSUM procedure for detecting common changes in panel data
- Sequential Change-Point Detection in State-Space Models
- A new approach for open‐end sequential change point monitoring
- Asymptotic statistical properties of communication-efficient quickest detection schemes in sensor networks
- Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David O. Siegmund
- On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case
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