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A Binning Approach to Quickest Change Detection With Unknown Post-Change Distribution
16 references·5 citing·30 second hop
A Binning Approach to Quickest Change Detection With Unknown Post-Change Distribution (2018)A Binning Approach to Quickest Change Det…Sequential Analysis: Hypothesis Testing and Changepoint Detection (2015)Sequential Analysis: Hypothes…M -statistic for kernel change-point detection (2015)M -statistic for kernel chang…Sequential Analysis (2014)Sequential AnalysisQuickest Change Detection (2014)Quickest Change DetectionTwo Nonparametric Control Charts for Detecting Arbitrary Distribution Changes (2012)Two Nonparametric Control Cha…Nonparametric Monitoring of Data Streams for Changes in Location and Scale (2011)Nonparametric Monitoring of D…Efficient change point detection for genomic sequences of continuous measurements (2010)Efficient change point detect…A Nonparametric Change-Point Control Chart (2010)A Nonparametric Change-Point …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…Information bounds and quick detection of parameter changes in stochastic systems (1998)Information bounds and quick …Using the Generalized Likelihood Ratio Statistic for Sequential Detection of a Change-Point (1995)Using the Generalized Likelih…An Efficient Sequential Nonparametric Scheme for Detecting a Change of Distribution (1994)An Efficient Sequential Nonpa…Optimal Stopping Times for Detecting Changes in Distributions (1986)Optimal Stopping Times for De…Procedures for Reacting to a Change in Distribution (1971)Procedures for Reacting to a …CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESNonparametric and Online Change Detection in Multivariate Datastreams Using QuantTree (2022)Nonparametric and Online Chan…Sequential Change Detection by Optimal Weighted ℓ₂ Divergence (2021)Sequential Change Detection b…Change Detection in Multivariate Datastreams Controlling False Alarms (2021)Change Detection in Multivari…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 …Economic Control of Quality of Manufactured Product. (1932)Data-Efficient Quickest Change Detection in Minimax Settings (2013)Large-Scale Multi-Stream Quickest Change Detection via Shrinkage Post-Change Estimation (2015)Sequential (Quickest) Change Detection: Classical Results and New Directions (2021)Introduction to Statistical Quality Control (1992)Introduction to Statistical Quality Control (2005)Effects of Parameter Estimation on Control Chart Properties: A Literature Review (2006)A computationally efficient nonparametric approach for changepoint detection (2016)Hierarchical Change-Detection Tests (2016)Some perspectives on nonparametric statistical process control (2018)An Approach to the Probability Distribution of Cusum Run Length (1972)A control chart based on a change-point model for monitoring linear profiles (2006)Efficient scalable schemes for monitoring a large number of data streams (2010)A Non-Parametric Approach to the Change-Point Problem (1979)The Changepoint Model for Statistical Process Control (2003)Bitcoin Futures—What use are they? (2018)Nonparametric (distribution-free) control charts: An updated overview and some results (2019)Detection of Abrupt Changes: Theory and Applications. (1995)Detection of intrusions in information systems by sequential change-point methods (2005)General Asymptotic Bayesian Theory of Quickest Change Detection (2005)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)Detecting changes in signals and systems—A survey (1988)Selective review of offline change point detection methods (2019)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)The Use of Control Charts in Health-Care and Public-Health Surveillance (2006)changepoint : An R Package for Changepoint Analysis (2014)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
  • 2014Sequential Analysis438 cited
  • 1998Information bounds and quick detection of parameter changes in stochastic systems432 cited
  • 2015Sequential Analysis: Hypothesis Testing and Changepoint Detection335 cited
  • 1995Using the Generalized Likelihood Ratio Statistic for Sequential Detection of a Change-Point298 cited
  • 2014Quickest Change Detection224 cited
  • 2011Nonparametric Monitoring of Data Streams for Changes in Location and Scale193 cited
  • 2012Two Nonparametric Control Charts for Detecting Arbitrary Distribution Changes169 cited
  • 2010Efficient change point detection for genomic sequences of continuous measurements157 cited
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  • 1994An Efficient Sequential Nonparametric Scheme for Detecting a Change of Distribution62 cited
  • 2015M -statistic for kernel change-point detection60 cited

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2003
Asymptotic Operating Characteristics of an Optimal Change Point Detection in Hidden Markov Models
49 cited

Cited by

  • 2020Sequential algorithms for moving anomaly detection in networks22 cited
  • 2021Change Detection in Multivariate Datastreams Controlling False Alarms20 cited
  • 2019Quickest Change Detection in the Presence of a Nuisance Change18 cited
  • 2021Sequential Change Detection by Optimal Weighted ℓ₂ Divergence12 cited
  • 2022Nonparametric and Online Change Detection in Multivariate Datastreams Using QuantTree11 cited