State-of-the-art in Bayesian changepoint detection
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Cites work
- Asymptotic optimality in Bayesian change point detection problems under global false alarm probability constraint
- Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models
- Average run lengths of an optimal method of detecting a change in distribution
- General Asymptotic Bayesian Theory of Quickest Change Detection
- scientific article; zbMATH DE number 3607222 (Why is no real title available?)
- Information bounds and quick detection of parameter changes in stochastic systems
- Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions
- On Optimum Methods in Quickest Detection Problems
- 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
- Probability maximizing approach to optimal stopping and its application to a disorder problem
- Procedures for Reacting to a Change in Distribution
- Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings
- Sequential change detection revisited
Cited in
(25)- Bayesian loss-based approach to change point analysis
- State-of-the-art in sequential change-point detection
- Change-level detection for Lévy subordinators
- Bayesian multiple changepoints detection for Markov jump processes
- Exact Bayesian inference for off-line change-point detection in tree-structured graphical models
- A note on Bayesian identification of change points in data sequences
- On the optimality of Bayesian change-point detection
- An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach
- Regenerative likelihood ratio control schemes
- Exact distribution of the generalized Shiryaev-Roberts stopping time under the minimax Brownian motion setup
- Detection of change points: a survey of methodologies
- Bayesian Quickest Change-Point Detection With Sampling Right Constraints
- On the quasi-stationary distribution of the Shiryaev-Roberts diffusion
- scientific article; zbMATH DE number 3898058 (Why is no real title available?)
- Asymptotic near-minimaxity of the randomized Shiryaev-Roberts-Pollak change-point detection procedure in continuous time
- Quickest detection of a state-dependent change-point in discrete time
- Comparative performance analysis of the cumulative sum chart and the Shiryaev-Roberts procedure for detecting changes in autocorrelated data
- Sequential detection of transient changes
- Asymptotically Optimal Change Point Detection for Composite Hypothesis in State Space Models
- A survey on concept drift adaptation
- On robustness of the Shiryaev-Roberts change-point detection procedure under parameter misspecification in the post-change distribution
- Data-efficient quickest change detection with on-off observation control
- An accurate method for determining the pre-change run length distribution of the generalized Shiryaev-Roberts detection procedure
- Model misspecification in discrete time Bayesian online change detection
- Efficient performance evaluation of the generalized Shiryaev-Roberts detection procedure in a multi-cyclic setup
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