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Non-Parametric Quickest Mean-Change Detection
16 references·0 citing·23 second hop
Non-Parametric Quickest Mean-Change Detection (2022)Non-Parametric Quickest Mean-Change Detec…Sequential change-point detection: Laplace concentration of scan statistics and non-asymptotic delay bounds (2019)Sequential change-point detec…Misspecified and Asymptotically Minimax Robust Quickest Change Detection (2017)Misspecified and Asymptotical…Sequential Analysis: Hypothesis Testing and Changepoint Detection (2015)Sequential Analysis: Hypothes…Quickest Change Detection (2014)Quickest Change DetectionMinimax Robust Quickest Change Detection (2011)Minimax Robust Quickest Chang…Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown (2010)Sequential Change-Point Detec…General 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 …A Survey of Recent Developments in the Design of Adaptive Control Charts (1998)A Survey of Recent Developmen…Using the Generalized Likelihood Ratio Statistic for Sequential Detection of a Change-Point (1995)Using the Generalized Likelih…A Nonparametric Method for Fastest Detection of a Change in the Mean of a Random Sequence (1988)A Nonparametric Method for Fa…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…Procedures for Reacting to a Change in Distribution (1971)Procedures for Reacting to a …On Optimum Methods in Quickest Detection Problems (1963)On Optimum Methods in Quickes…CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMES$\overline{X}$ Charts with Variable Sampling Intervals (1988)CUSUM Charts With Variable Sampling Intervals (1990)XCharts with Variable Sample Size (1994)EWMA control charts with variable sample sizes and variable sampling intervals (2001)Multivariate Bayesian Control Chart (2008)Economic Control of Quality of Manufactured Product. (1932)Data-Efficient Quickest Change Detection in Minimax Settings (2013)A Binning Approach to Quickest Change Detection With Unknown Post-Change Distribution (2018)Sequential (Quickest) Change Detection: Classical Results and New Directions (2021)Detection of Abrupt Changes: Theory and Applications. (1995)Detection of intrusions in information systems by sequential change-point methods (2005)Theory of Games and Statistical Decisions. (1955)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Some Current Directions in the Theory and Application of Statistical Process Monitoring (2014)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)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)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
  • 1963On Optimum Methods in Quickest Detection Problems839 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
  • 1998A Survey of Recent Developments in the Design of Adaptive Control Charts240 cited
  • 2014Quickest Change Detection224 cited
  • 2005General Asymptotic Bayesian Theory of Quickest Change Detection224 cited
  • 1987Average Run Lengths of an Optimal Method of Detecting a Change in Distribution172 cited
  • 2011Minimax Robust Quickest Change Detection80 cited
  • 2010Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown60 cited
  • 2017Misspecified and Asymptotically Minimax Robust Quickest Change Detection23 cited
  • 2019Sequential change-point detection: Laplace concentration of scan statistics and non-asymptotic delay bounds

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18 cited
  • 1988A Nonparametric Method for Fastest Detection of a Change in the Mean of a Random Sequence15 cited
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