Sequential detection of transient changes
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Cites work
- A Bayes Approach to a Quality Control Model
- A detection optimal min-max test for transient signals
- A variable threshold page procedure for detection of transient signals
- Adaptive detection of a stochastic signal under parametric a priori uncertainty
- An algorithm for detecting a change in a stochastic process
- Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models
- Control charts based on weighted sums
- Decision theoretic optimality of the cusum procedure
- Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
- Efficient recursive algorithms for detection of abrupt changes in signals and control systems
- Exact formulas for computation of reception characteristics of a signal with unknown appearance and disappearance times
- General Asymptotic Bayesian Theory of Quickest Change Detection
- Information bounds and quick detection of parameter changes in stochastic systems
- Information theory and radar waveform design
- On Optimum Methods in Quickest Detection Problems
- Optimal detection of a change in distribution
- Optimal detection of a signal with unknown appearance and disappearance times
- Optimal stopping times for detecting changes in distributions
- Procedures for Reacting to a Change in Distribution
- Quickest Detection
- Reliable detection of faults in measurement systems
- State-of-the-art in Bayesian changepoint detection
Cited in
(13)- Detection of changes in linear sequences
- Sequential detection of transient changes in stochastic-dynamical systems
- Bounding the risk probability
- A modified sequential detection procedure
- A detection optimal min-max test for transient signals
- Multiple optimality properties of the Shewhart test
- Sequential detection of common transient signals in high dimensional data stream
- Detection and estimation of multiple transient changes
- Sequential Detection of an Arbitrary Transient Change Profile by the FMA Test
- Detecting an intermittent change of unknown duration
- Sequential detection of transient signal by moving likelihood ratio statistic in an exponential family
- Quickest changepoint detection in general multistream stochastic models: recent results, applications and future challenges
- Sequential detection of an unknown transient change profile by the finite moving average test
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