Sequential common change detection, isolation, and estimation in multiple Poisson processes

DOI10.1080/07474946.2022.2043054MaRDI QIDQ5089389zbMATH OpenOpenAlexFDO

Authors

Publication date 19 July 2022

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2022.2043054

zbMATH Keywords

average run lengthcommon change point detectionCUSUM processFDR and FNRShiryaev-Roberts process

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• A combined SR-CUSUM procedure for detecting common changes in panel data
• Adaptive Poisson disorder problem
• Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
• Average run lengths of an optimal method of detecting a change in distribution
• Common change-point estimation and changed panel isolation after sequential detection in an exponential family
• Detection of Failure Rate Increases
• Efficient scalable schemes for monitoring a large number of data streams
• Estimation of common change point and isolation of changed panels after sequential detection
• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• scientific article; zbMATH DE number 1795857 (Why is no real title available?)
• Implicit renewal theory and tails of solutions of random equations
• Inference for change point and post change means after a CUSUM test.
• Limit theorems for iterated random functions
• On false discovery control under dependence
• Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
• Optimal rates and trade-offs in multiple testing
• Optimal sequential detection in multi-stream data
• Quickest Detection
• Sequential analysis. Tests and confidence intervals
• Sequential multi-sensor change-point detection

Cited in

(7)

• Common change-point estimation and changed panel isolation after sequential detection in an exponential family
• Early detection of a change in Poisson rate after accounting for population size effects
• Sequential Common Change Detection and Isolation of Changed Panels in Panel Data
• Estimation of common change point and isolation of changed panels after sequential detection
• Sequential common rate decrease detection, isolation, and estimation in multiple Poisson processes
• Sequential common change detection, isolation, and estimation in multiple compound Poisson processes
• Compound Poisson disorder problem with general disorder prior density

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