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State-of-the-Art in Sequential Change-Point Detection
16 references·16 citing·21 second hopsampled
State-of-the-Art in Sequential Change-Point Detection (2011)State-of-the-Art in Sequential Change-Poi…Quickest Detection (2008)Quickest DetectionGeneral Asymptotic Bayesian Theory of Quickest Change Detection (2005)General Asymptotic Bayesian T…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…Nonparametric Methods in Change-Point Problems (1993)Nonparametric Methods in Chan…Decision Theoretic Optimality of the Cusum Procedure (1990)Decision Theoretic Optimality…Average Run Lengths of an Optimal Method of Detecting a Change in Distribution (1987)Average Run Lengths of an Opt…Optimal Stopping Times for Detecting Changes in Distributions (1986)Optimal Stopping Times for De…Sequential Analysis (1985)Sequential AnalysisOptimal 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 …A Comparison of Some Control Chart Procedures (1966)A Comparison of Some Control …On Optimum Methods in Quickest Detection Problems (1963)On Optimum Methods in Quickes…CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESA Bayes Approach to a Quality Control Model (1952)A Bayes Approach to a Quality…Economic Control of Quality of Manufactured Product. (1932)Economic Control of Quality o…The state of cumulative sum sequential changepoint testing 70 years after Page (2023)The state of cumulative sum s…Sequential change‐point detection: Computation versus statistical performance (2023)Sequential change‐point detec…NEWMA: A New Method for Scalable Model-Free Online Change-Point Detection (2020)NEWMA: A New Method for Scala…Sequential Nonparametric Tests for a Change in Distribution: An Application to Detecting Radiological Anomalies (2018)Sequential Nonparametric Test…Quickest Detection of Intermittent Signals With Application to Vision-Based Aircraft Detection (2018)Quickest Detection of Intermi…Multisensor Sequential Change Detection With Unknown Change Propagation Pattern (2018)Multisensor Sequential Change…Online Change-Point Detection in Sparse Time Series With Application to Online Advertising (2017)Online Change-Point Detection…On the quasi-stationary distribution of the Shiryaev–Roberts diffusion (2017)On the quasi-stationary distr…Detecting changes in real-time data: a user’s guide to optimal detection (2017)Detecting changes in real-tim…Asymptotic Near-Minimaxity of the Randomized Shiryaev--Roberts--Pollak Change-Point Detection Procedure in Continuous Time (2017)Asymptotic Near-Minimaxity of…Hierarchical Change-Detection Tests (2016)Hierarchical Change-Detection…Bayesian Quickest Change-Point Detection With Sampling Right Constraints (2014)Bayesian Quickest Change-Poin…An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure (2014)An Accurate Method for Determ…Nearly Optimal Change-Point Detection with an Application to Cybersecurity (2012)Nearly Optimal Change-Point D…Change-Point Detection for High-Dimensional Time Series With Missing Data (2012)Change-Point Detection for Hi…Bayesian Quickest Detection in Sensor Arrays (2012)Bayesian Quickest Detection i…Theory of Games and Statistical Decisions. (1955)Some Current Directions in the Theory and Application of Statistical Process Monitoring (2014)A Note on Multivariate CUSUM Procedures (1987)Statistical process control procedures for correlated observations (1991)Control Chart Tests Based on Geometric Moving Averages (2000)Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements (1990)Efficient scalable schemes for monitoring a large number of data streams (2010)Point Processes and Queues: Martingale Dynamics. (1983)First passage times of a jump diffusion process (2003)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)A Re-Evaluation of Fixed Effect(s) Meta-Analysis (2017)Detecting changes in signals and systems—A survey (1988)Selective review of offline change point detection methods (2019)The Use of Control Charts in Health-Care and Public-Health Surveillance (2006)changepoint : An R Package for Changepoint Analysis (2014)Statistical process control as a tool for research and healthcare improvement (2003)Data quality for data science, predictive analytics, and big data in supply chain management: An introduction to the problem and suggestions for research and applications (2014)The State of Statistical Process Control as We Proceed into the 21st Century (2000)Structural breaks in time series (2012)Change-point detection in time-series data by relative density-ratio estimation (2013)Multiscale Change Point Inference (2014)
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References

  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
  • 1932Economic Control of Quality of Manufactured Product.3,069 cited
  • 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
  • 1985Sequential Analysis781 cited
  • 1993Nonparametric Methods in Change-Point Problems625 cited
  • 1985Optimal Detection of a Change in Distribution585 cited
  • 1995Sequential Changepoint Detection in Quality Control and Dynamical Systems581 cited
  • 1966A Comparison of Some Control Chart Procedures542 cited
  • 1998Information bounds and quick detection of parameter changes in stochastic systems432 cited
  • 1952A Bayes Approach to a Quality Control Model366 cited
  • 2008Quickest Detection320 cited
  • 2005General Asymptotic Bayesian Theory of Quickest Change Detection224 cited
  • 1990Decision Theoretic Optimality of the Cusum Procedure221 cited
  • 1987Average Run Lengths of an Optimal Method of Detecting a Change in Distribution

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172 cited

Cited by

  • 2012Change-Point Detection for High-Dimensional Time Series With Missing Data125 cited
  • 2016Hierarchical Change-Detection Tests102 cited
  • 2020NEWMA: A New Method for Scalable Model-Free Online Change-Point Detection49 cited
  • 2023The state of cumulative sum sequential changepoint testing 70 years after Page33 cited
  • 2017Online Change-Point Detection in Sparse Time Series With Application to Online Advertising29 cited
  • 2012Nearly Optimal Change-Point Detection with an Application to Cybersecurity28 cited
  • 2012Bayesian Quickest Detection in Sensor Arrays27 cited
  • 2018Sequential Nonparametric Tests for a Change in Distribution: An Application to Detecting Radiological Anomalies27 cited
  • 2018Multisensor Sequential Change Detection With Unknown Change Propagation Pattern26 cited
  • 2014Bayesian Quickest Change-Point Detection With Sampling Right Constraints22 cited
  • 2017Detecting changes in real-time data: a user’s guide to optimal detection19 cited
  • 2023Sequential change‐point detection: Computation versus statistical performance18 cited
  • 2018Quickest Detection of Intermittent Signals With Application to Vision-Based Aircraft Detection16 cited
  • 2014An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure14 cited
  • 2017On the quasi-stationary distribution of the Shiryaev–Roberts diffusion12 cited
  • 2017Asymptotic Near-Minimaxity of the Randomized Shiryaev--Roberts--Pollak Change-Point Detection Procedure in Continuous Time12 cited