Change-Points: From Sequential Detection to Biology and Back

DOI10.1080/07474946.2013.751834zbMath1271.62191MaRDI QIDQ4916294

David O. Siegmund

Publication date: 22 April 2013

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2013.751834

zbMATH Keywords

false alarm rate; change-point detection; average run length; expected detection delay

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F15: Bayesian inference

60G40: Stopping times; optimal stopping problems; gambling theory

62L15: Optimal stopping in statistics

Related Items

Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences, Multiscale Change Point Inference, Autocovariance Estimation in Regression with a Discontinuous Signal and m‐Dependent Errors: A Difference‐Based Approach, Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov, Multiscale Quantile Segmentation, On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains, FDR-control in multiscale change-point segmentation, A heuristic, iterative algorithm for change-point detection in abrupt change models, Multiscale blind source separation, ARL estimation of the control chart of log likelihood ratios' sum for Markov sequence, Online non-parametric changepoint detection with application to monitoring operational performance of network devices, The Bethe Hessian and information theoretic approaches for online change-point detection in network data, Multiscale change-point segmentation: beyond step functions

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