Monitoring a Bernoulli process subject to gradual changes in the success rates of a sequence of Bernoulli random variables

DOI10.1080/07474946.2022.2092137MaRDI QIDQ5043683zbMATH OpenOpenAlexFDO

Authors Marlo Brown

Publication date 6 October 2022

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2022.2092137

zbMATH Keywords

change-point detectiondynamic programmingBayesian stopping rulesgradual changes

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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Cites work

• scientific article; zbMATH DE number 3898058 (Why is no real title available?)
• scientific article; zbMATH DE number 3607222 (Why is no real title available?)
• scientific article; zbMATH DE number 1795857 (Why is no real title available?)
• A Bayesian approach to inference about a change-point in a sequence of random variables
• A note on estimating the change-point of a gradually changing stochastic process
• Bayes procedures for detecting a shift in the probability of success in a series of Bernoulli trials
• CONTINUOUS INSPECTION SCHEMES
• Detecting gradual changes in locally stationary processes
• Detection of intrusions in information systems by sequential change-point methods
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Inference about the change-point in a sequence of binomial variables
• Monitoring a Poisson process in several categories subject to changes in the arrival rates
• Monitoring a Poisson process subject to gradual changes in the arrival rates
• Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown
• On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
• Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
• Sequential detection of gradual changes in the location of a general stochastic process
• Sequential testing of gradual changes in the drift of a stochastic process

Cited in

(2)

• Monitoring a sequence of Bernoulli random variables subject to gradual changes in the success rates where the success rates are unknown
• Monitoring a Poisson process subject to gradual changes in the arrival rates

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