Change acceleration and detection

DOI10.1214/24-AOS2382MaRDI QIDQ6608679zbMATH OpenFDO

Authors Yanglei Song, Georgios Fellouris

Publication date 20 September 2024

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/24-AOS2382

zbMATH Keywords

asymptotic optimalitychange-point detectionsequential design of experiments

Mathematics Subject Classification ID

Sequential statistical design (62L05) Sequential statistical analysis (62L10)

Cites work

• Active Sampling for the Quickest Detection of Markov Networks
• Active sequential hypothesis testing
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• CONTINUOUS INSPECTION SCHEMES
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• General Asymptotic Bayesian Theory of Quickest Change Detection
• scientific article; zbMATH DE number 7657248 (Why is no real title available?)
• Information bounds and quick detection of parameter changes in stochastic systems
• On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case
• On Optimum Methods in Quickest Detection Problems
• Optimal detection of a change in distribution
• Optimum Multi-Stream Sequential Change-Point Detection With Sampling Control
• Procedures for Reacting to a Change in Distribution
• Second order efficiency in the sequential design of experiments
• Sequential change detection revisited
• Sequential Design of Experiments
• Using response times and response accuracy to measure fluency within cognitive diagnosis models

Cited in

(1)

• Change point detection with adaptive sampling for binary responses

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