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Quickest Change Detection and Kullback-Leibler Divergence for Two-State Hidden Markov Models
16 references·8 citing·19 second hop
Quickest Change Detection and Kullback-Leibler Divergence for Two-State Hidden Markov Models (2015)Quickest Change Detection and Kullback-Le…Sequential Analysis: Hypothesis Testing and Changepoint Detection (2015)Sequential Analysis: Hypothes…Sequential Analysis (2014)Sequential AnalysisState-of-the-Art in Bayesian Changepoint Detection (2010)State-of-the-Art in Bayesian …General Asymptotic Bayesian Theory of Quickest Change Detection (2005)General Asymptotic Bayesian T…Asymptotic operating characteristics of an optimal change point detection in hidden Markov models (2004)Asymptotic operating characte…SPRT and CUSUM in hidden Markov models (2003)SPRT and CUSUM in hidden Mark…Asymptotic Operating Characteristics of an Optimal Change Point Detection in Hidden Markov Models (2003)Asymptotic Operating Characte…Detection of hidden Markov model transient signals (2000)Detection of hidden Markov mo…Information bounds and quick detection of parameter changes in stochastic systems (1998)Information bounds and quick …Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Sequential Changepoint Detect…Optimal Stopping Times for Detecting Changes in Distributions (1986)Optimal Stopping Times for De…An algorithm for detecting a change in a stochastic process (1986)An algorithm for detecting a …Optimal Detection of a Change in Distribution (1985)Optimal Detection of a Change…Procedures for Reacting to a Change in Distribution (1971)Procedures for Reacting to a …On Optimum Methods in Quickest Detection Problems (1963)On Optimum Methods in Quickes…CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESCopula-based CUSUM charts for monitoring infectious disease using Markovian Poisson processes (2022)Copula-based CUSUM charts for…Sequential algorithms for moving anomaly detection in networks (2020)Sequential algorithms for mov…Quickest Change Detection in the Presence of a Nuisance Change (2019)Quickest Change Detection in …Asymptotic statistical properties of communication-efficient quickest detection schemes in sensor networks (2018)Asymptotic statistical proper…Asymptotic Bayesian Theory of Quickest Change Detection for Hidden Markov Models (2018)Asymptotic Bayesian Theory of…Scalable SUM-Shrinkage Schemes for Distributed Monitoring Large-Scale Data Streams (2017)Scalable SUM-Shrinkage Scheme…Misspecified and Asymptotically Minimax Robust Quickest Change Detection (2017)Misspecified and Asymptotical…Scalable SUM-Shrinkage Schemes for Distributed Monitoring Large-Scale Data Streams (2016)Scalable SUM-Shrinkage Scheme…Detection of Abrupt Changes: Theory and Applications. (1995)Detection of intrusions in information systems by sequential change-point methods (2005)Quickest Change Detection (2014)Economic Control of Quality of Manufactured Product. (1932)Detecting changes in signals and systems—A survey (1988)Selective review of offline change point detection methods (2019)Theory of Games and Statistical Decisions. (1955)Some Current Directions in the Theory and Application of Statistical Process Monitoring (2014)Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements (1990)Efficient scalable schemes for monitoring a large number of data streams (2010)Homogeneity and change-point detection tests for multivariate data using rank statistics (2011)Bridging the gap between theory and practice in basic statistical process monitoring (2016)Sequential (Quickest) Change Detection: Classical Results and New Directions (2021)The Use of Control Charts in Health-Care and Public-Health Surveillance (2006)changepoint : An R Package for Changepoint Analysis (2014)The State of Statistical Process Control as We Proceed into the 21st Century (2000)Second-Order Asymptotic Optimality in Multisensor Sequential Change Detection (2016)High Dimensional Change Point Estimation via Sparse Projection (2017)How the news media activate public expression and influence national agendas (2017)
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References

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  • 1971Procedures for Reacting to a Change in Distribution1,355 cited
  • 1986Optimal Stopping Times for Detecting Changes in Distributions1,022 cited
  • 1963On Optimum Methods in Quickest Detection Problems839 cited
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  • 1995Sequential Changepoint Detection in Quality Control and Dynamical Systems581 cited
  • 2014Sequential Analysis438 cited
  • 1998Information bounds and quick detection of parameter changes in stochastic systems432 cited
  • 2015Sequential Analysis: Hypothesis Testing and Changepoint Detection335 cited
  • 2005General Asymptotic Bayesian Theory of Quickest Change Detection224 cited
  • 2003SPRT and CUSUM in hidden Markov models103 cited
  • 1986An algorithm for detecting a change in a stochastic process101 cited
  • 2000Detection of hidden Markov model transient signals66 cited
  • 2010State-of-the-Art in Bayesian Changepoint Detection54 cited
  • 2003Asymptotic Operating Characteristics of an Optimal Change Point Detection in Hidden Markov Models49 cited
  • 2004

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Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
46 cited

Cited by

  • 2018Asymptotic Bayesian Theory of Quickest Change Detection for Hidden Markov Models43 cited
  • 2017Misspecified and Asymptotically Minimax Robust Quickest Change Detection23 cited
  • 2020Sequential algorithms for moving anomaly detection in networks22 cited
  • 2019Quickest Change Detection in the Presence of a Nuisance Change18 cited
  • 2017Scalable SUM-Shrinkage Schemes for Distributed Monitoring Large-Scale Data Streams15 cited
  • 2018Asymptotic statistical properties of communication-efficient quickest detection schemes in sensor networks15 cited
  • 2016Scalable SUM-Shrinkage Schemes for Distributed Monitoring Large-Scale Data Streams13 cited
  • 2022Copula-based CUSUM charts for monitoring infectious disease using Markovian Poisson processes12 cited