Sequential change-point detection: computation versus statistical performance
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Cites work
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- Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data
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- Changepoint Detection in the Presence of Outliers
- CONTINUOUS INSPECTION SCHEMES
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- Detection of Failure Rate Increases
- Efficient recursive algorithms for detection of abrupt changes in signals and control systems
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- Graph-based change-point detection
- High-Dimensional, Multiscale Online Changepoint Detection
- Homogeneity and change-point detection tests for multivariate data using rank statistics
- Information bounds and quick detection of parameter changes in stochastic systems
- Mapping quantitative trait loci in oligogenic models
- Multiple optimality properties of the Shewhart test
- Nearly optimal sequential tests of composite hypotheses revisited
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- On Excess Over the Boundary
- On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
- On Optimum Methods in Quickest Detection Problems
- Optimal CUSUM and adaptive CUSUM charts with auxiliary information for process mean
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- Optimality properties of the Shiryaev-Roberts procedure
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- Quickest Change Detection of a Markov Process Across a Sensor Array
- S3T: A score statistic for spatiotemporal change point detection
- Scan B-statistic for kernel change-point detection
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- Sequential Anomaly Detection in the Presence of Noise and Limited Feedback
- Sequential change-point detection when unknown parameters are present in the pre-change distribution
- Sequential detection of a change in a normal mean when the initial value is unknown
- Sequential Procedure of Testing Composite Hypotheses with Applications to the Kiefer–Weiss Problem
- Sequential subspace change point detection
- Shewhart Revisited
- State-of-the-art in sequential change-point detection
- The expected sample size of some tests of power one
- The maximum of a function of a Markov chain and application to linkage analysis
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- Time-uniform Chernoff bounds via nonnegative supermartingales
- Using the generalized likelihood ratio statistic for sequential detection of a change-point
Cited in
(4)- Online multivariate changepoint detection: leveraging links with computational geometry
- Fast on-line changepoint detection using heavily-weighted CUSUM and veto-based decision rules
- Online network change point detection with missing values and temporal dependence
- Online jump and kink detection in segmented linear regression: statistical optimality meets computational efficiency
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