The optimality in non-Bayesian change-point detection for finite observation sequence

DOI10.3969/J.ISSN.1001-4268.2024.02.004MaRDI QIDQ6592371zbMATH OpenFDO

Authors Dong Han, Fugee Tsung

Publication date 26 August 2024

Published in Chinese Journal of Applied Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2024.02.004

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

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Cites work

• Asymptotic optimality in Bayesian change point detection problems under global false alarm probability constraint
• Change-points: from sequential detection to biology and back
• Detecting changes in real-time data: a user's guide to optimal detection
• scientific article; zbMATH DE number 3607222 (Why is no real title available?)
• On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
• On Optimum Methods in Quickest Detection Problems
• On the optimality of Bayesian change-point detection
• Optimal detection of a change in distribution
• Optimal stopping times for detecting changes in distributions
• Procedures for Reacting to a Change in Distribution
• Quickest Detection

Cited in

(1)

• Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences

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