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Optimality of CUSUM Rule Approximations in Change-Point Detection Problems: Application to Nonlinear State–Space Systems
12 references·0 citing·26 second hop
Optimality of CUSUM Rule Approximations in Change-Point Detection Problems: Application to Nonlinear State–Space Systems (2008)Optimality of CUSUM Rule Approximations i…Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint (2009)Asymptotic Optimality in Baye…General Asymptotic Bayesian Theory of Quickest Change Detection (2005)General Asymptotic Bayesian T…SPRT and CUSUM in hidden Markov models (2003)SPRT and CUSUM in hidden Mark…Online activity detection in a multiuser environment using the matrix CUSUM algorithm (2002)Online activity detection in …A simple recursive algorithm for diagnosis of abrupt changes in random signals (2000)A simple recursive algorithm …Information bounds and quick detection of parameter changes in stochastic systems (1998)Information bounds and quick …A generalized change detection problem (1995)A generalized change detectio…Decision Theoretic Optimality of the Cusum Procedure (1990)Decision Theoretic Optimality…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 …Procedures for Reacting to a Change in Distribution (1971)Procedures for Reacting to a …CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESDetection of Abrupt Changes: Theory and Applications. (1995)Detection of intrusions in information systems by sequential change-point methods (2005)Quickest Change Detection (2014)Sequential (Quickest) Change Detection: Classical Results and New Directions (2021)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Asymptotic Operating Characteristics of an Optimal Change Point Detection in Hidden Markov Models (2003)On efficient CUSUM-type location control charts using auxiliary information (2017)The Limits of p ‐Hacking: Some Thought Experiments (2021)A Test for a Change in a Parameter Occurring at an Unknown Point (1955)Weighted Cumulative Sum Technique (1989)Statistical Control Schemes: Methods, Applications and Generalizations (1993)Sequential Detection of Transient Changes (2012)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems (2008)Sequential Detection and Identification of a Change in the Distribution of a Markov-Modulated Random Sequence (2009)A False Discovery Rate Oriented Approach to Parallel Sequential Change Detection Problems (2020)Quickest Detection Problems: Fifty Years Later (2010)- Theory and applications (2013)A Reference-Free Cuscore Chart for Dynamic Mean Change Detection and a Unified Framework for Charting Performance Comparison (2006)Some perspectives on nonparametric statistical process control (2018)The Use of Control Charts in Health-Care and Public-Health Surveillance (2006)changepoint : An R Package for Changepoint Analysis (2014)
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References

  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
  • 1971Procedures for Reacting to a Change in Distribution1,355 cited
  • 1986Optimal Stopping Times for Detecting Changes in Distributions1,022 cited
  • 1998Information bounds and quick detection of parameter changes in stochastic systems432 cited
  • 2005General Asymptotic Bayesian Theory of Quickest Change Detection224 cited
  • 1990Decision Theoretic Optimality of the Cusum Procedure221 cited
  • 1995A generalized change detection problem162 cited
  • 2003SPRT and CUSUM in hidden Markov models103 cited
  • 1986An algorithm for detecting a change in a stochastic process101 cited
  • 2000A simple recursive algorithm for diagnosis of abrupt changes in random signals67 cited
  • 2002Online activity detection in a multiuser environment using the matrix CUSUM algorithm57 cited
  • 2009Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint25 cited

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