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A Dynamic Sampling Approach for Detecting a Change in Distribution
7 references·2 citing·23 second hop
A Dynamic Sampling Approach for Detecting a Change in Distribution (1988)A Dynamic Sampling Approach for Detecting…Average Run Lengths of an Optimal Method of Detecting a Change in Distribution (1987)Average Run Lengths of an Opt…Optimal Detection of a Change in Distribution (1985)Optimal Detection of a Change…A Diffusion Process and Its Applications to Detecting a Change in the Drift of Brownian Motion (1985)A Diffusion Process and Its A…On Tests for Detecting Change in Mean (1975)On Tests for Detecting Change…On a Quickest Detection Problem (1967)On a Quickest Detection Probl…A Bayes Approach to a Quality Control Model (1952)A Bayes Approach to a Quality…Bayes and Minimax Solutions of Sequential Decision Problems (1949)Bayes and Minimax Solutions o…Dynamic sampling policy for detecting a change in distribution, with a probability bound on false alarm (1996)Dynamic sampling policy for d…Detecting a Change of a Normal Mean by Dynamic Sampling with a Probability Bound on a False Alarm (1993)Detecting a Change of a Norma…Procedures for Reacting to a Change in Distribution (1971)Approximations to the Expected Sample Size of Certain Sequential Tests (1975)Dynamic Sampling Procedures for Detecting a Change in the Drift of Brownian Motion: A Non-Bayesian Model (1989)A Test for a Change in a Parameter Occurring at an Unknown Point (1955)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing a Sequence of Observations for a Shift in Location (1977)Testing and Locating Variance Changepoints with Application to Stock Prices (1997)Multiscale Change Point Inference (2014)CONTINUOUS INSPECTION SCHEMES (1954)Exponential functionals of Lévy processes (2005)Comparison of EWMA, CUSUM and Shiryayev-Roberts Procedures for Detecting a Shift in the Mean (1993)State-of-the-Art in Sequential Change-Point Detection (2011)SURVEY OF CLASSICAL AND BAYESIAN APPROACHES TO THE CHANGE-POINT PROBLEM: FIXED SAMPLE AND SEQUENTIAL PROCEDURES OF TESTING AND ESTIMATION11Research supported in part by ONR Contracts N00014-75-0725 at The George Washington University and N00014-81-K-0407 at SUNY-Binghamton. (1983)The State of Statistical Process Control as We Proceed into the 21st Century (2000)Statistical Surveillance. Optimality and Methods (2003)SEQUENTIAL DETECTION OF SIGNALS WITH KNOWN SHAPE AND UNKNOWN MAGNITUDE (2000)An Intertemporal Model of Industrial Exit (1988)A New Logarithmic Normalization Method in Games Theory (2008)Multi-criteria Optimization System for Decision Making in Construction Design and Management (2009)On a quickest detection problem with costly information (1975)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Information bounds and quick detection of parameter changes in stochastic systems (1998)
this work references cited by second hop

References

  • 1985Optimal Detection of a Change in Distribution585 cited
  • 1952A Bayes Approach to a Quality Control Model366 cited
  • 1975On Tests for Detecting Change in Mean355 cited
  • 1949Bayes and Minimax Solutions of Sequential Decision Problems276 cited
  • 1985A Diffusion Process and Its Applications to Detecting a Change in the Drift of Brownian Motion174 cited
  • 1987Average Run Lengths of an Optimal Method of Detecting a Change in Distribution172 cited
  • 1967On a Quickest Detection Problem25 cited

Cited by

  • 1996Dynamic sampling policy for detecting a change in distribution, with a probability bound on false alarm12 cited
  • 1993Detecting a Change of a Normal Mean by Dynamic Sampling with a Probability Bound on a False Alarm9 cited

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