Truncated sequential change-point detection for Markov chains with applications in the epidemic statistical analysis
DOI10.1080/07474946.2023.2285777MaRDI QIDQ6186406
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Publication date: 2 February 2024
Published in: Sequential Analysis (Search for Journal in Brave)
optimal stoppingsequential detectionBayes detection procedureschange point Markov modelsMarkov epidemic models
Discrete-time Markov processes on general state spaces (60J05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)
Cites Work
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- Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
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- Change-Point Detection in Binomial Thinning Processes, with Applications in Epidemiology
- Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems
- Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series
- Information bounds and quick detection of parameter changes in stochastic systems
- Optimal Stopping Rules
- General Asymptotic Bayesian Theory of Quickest Change Detection
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