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Quickest search over multiple sequences with mixed observations
4 references·4 citing·24 second hop
Quickest search over multiple sequences with mixed observations (2013)Quickest search over multiple sequences w…Quickest Search Over Multiple Sequences (2011)Quickest Search Over Multiple…Optimal multiple stopping time problem (2011)Optimal multiple stopping tim…Optimal multiple stopping time problem (2009)Optimal multiple stopping tim…Quickest Detection (2008)Quickest DetectionSketching for sequential change-point detection (2019)Sketching for sequential chan…Sequential Anomaly Detection Under a Nonlinear System Cost (2019)Sequential Anomaly Detection …Active hypothesis testing on a tree: Anomaly detection under hierarchical observations (2017)Active hypothesis testing on …Sketching for sequential change-point detection (2015)Sketching for sequential chan…Les Aspects Probabilistes Du Controle Stochastique (1981)Methods of Mathematical Finance (1998)OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS (2008)DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS (2013)Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (2016)Dynamic Programming Equation for the Mean Field Optimal Stopping Problem (2023)CONTINUOUS INSPECTION SCHEMES (1954)Procedures for Reacting to a Change in Distribution (1971)Optimal Stopping Times for Detecting Changes in Distributions (1986)Quickest search for a rare distribution (2012)Optimal Index Policies for Anomaly Localization in Resource-Constrained Cyber Systems (2014)Sequential Design of Experiments (1959)Active sequential hypothesis testing (2013)Sequential Design of Experiments (1992)Sequential multi-sensor change-point detection (2013)Sequential Analysis: Hypothesis Testing and Changepoint Detection (2015)Sequential Analysis (1985)Introduction to Statistical Quality Control (1992)Sequential Analysis (2014)Optimal stopping and free-boundary problems (2006)Brownian Motion and Stochastic Calculus (2007)State-of-the-Art in Sequential Change-Point Detection (2011)Change-Point Detection for High-Dimensional Time Series With Missing Data (2012)Sequential (Quickest) Change Detection: Classical Results and New Directions (2021)
this work references cited by second hop

References

  • 2008Quickest Detection320 cited
  • 2011Quickest Search Over Multiple Sequences89 cited
  • 2009Optimal multiple stopping time problem56 cited
  • 2011Optimal multiple stopping time problem47 cited

Cited by

  • 2019Sequential Anomaly Detection Under a Nonlinear System Cost37 cited
  • 2019Sketching for sequential change-point detection15 cited
  • 2017Active hypothesis testing on a tree: Anomaly detection under hierarchical observations14 cited
  • 2015Sketching for sequential change-point detection10 cited

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