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Two-Stage Bayesian Sequential Change Diagnosis
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Two-Stage Bayesian Sequential Change Diagnosis (2021)Two-Stage Bayesian Sequential Change Diag…Quickest Change Detection Under Transient Dynamics: Theory and Asymptotic Analysis (2018)Quickest Change Detection Und…A survey of methods for time series change point detection (2016)A survey of methods for time …Sequential Analysis: Hypothesis Testing and Changepoint Detection (2015)Sequential Analysis: Hypothes…Quickest Change Detection and Kullback-Leibler Divergence for Two-State Hidden Markov Models (2015)Quickest Change Detection and…Large-Scale Multi-Stream Quickest Change Detection via Shrinkage Post-Change Estimation (2015)Large-Scale Multi-Stream Quic…Sequential Analysis (2014)Sequential AnalysisSequential multi-sensor change-point detection (2013)Sequential multi-sensor chang…Sequential multi-sensor change-point detection (2013)Sequential multi-sensor chang…Change-Point Detection for High-Dimensional Time Series With Missing Data (2012)Change-Point Detection for Hi…Asymptotically optimal Bayesian sequential change detection and identification rules (2012)Asymptotically optimal Bayesi…Optimal multiple stopping time problem (2011)Optimal multiple stopping tim…Optimal multiple stopping time problem (2009)Optimal multiple stopping tim…Quickest Detection (2008)Quickest DetectionBayesian Sequential Change Diagnosis (2008)Bayesian Sequential Change Di…A generalized change detection problem (1995)A generalized change detectio…Optimal Stopping Times for Detecting Changes in Distributions (1986)Optimal Stopping Times for De…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)Detecting changes in signals and systems—A survey (1988)The Use of Control Charts in Health-Care and Public-Health Surveillance (2006)Detection of Abrupt Changes: Theory and Applications. (1995)An Adaptive Sampling Strategy for Online High-Dimensional Process Monitoring (2014)A Nonparametric Adaptive Sampling Strategy for Online Monitoring of Big Data Streams (2017)Online monitoring of big data streams: A rank-based sampling algorithm by data augmentation (2019)A simple recursive algorithm for diagnosis of abrupt changes in random signals (2000)Quickest Detection Problems: Fifty Years Later (2010)- Theory and applications (2013)A Test for a Change in a Parameter Occurring at an Unknown Point (1955)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Uniform change point tests in high dimension (2015)Optimal stopping and free-boundary problems (2006)Brownian Motion and Stochastic Calculus (2007)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)Sequential (Quickest) Change Detection: Classical Results and New Directions (2021)Selective review of offline change point detection methods (2019)Time lag effects of COVID-19 policies on transportation systems: A comparative study of New York City and Seattle (2021)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)State-of-the-Art in Sequential Change-Point Detection (2011)
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References

  • 2016A survey of methods for time series change point detection1,245 cited
  • 1986Optimal Stopping Times for Detecting Changes in Distributions1,022 cited
  • 2014Sequential Analysis438 cited
  • 2015Sequential Analysis: Hypothesis Testing and Changepoint Detection335 cited
  • 2008Quickest Detection320 cited
  • 2013Sequential multi-sensor change-point detection199 cited
  • 1995A generalized change detection problem162 cited
  • 2012Change-Point Detection for High-Dimensional Time Series With Missing Data125 cited
  • 2009Optimal multiple stopping time problem56 cited
  • 2011Optimal multiple stopping time problem47 cited
  • 2015Quickest Change Detection and Kullback-Leibler Divergence for Two-State Hidden Markov Models44 cited
  • 2008Bayesian Sequential Change Diagnosis42 cited
  • 2015Large-Scale Multi-Stream Quickest Change Detection via Shrinkage Post-Change Estimation41 cited
  • 2013Sequential multi-sensor change-point detection35 cited
  • 2018Quickest Change Detection Under Transient Dynamics: Theory and Asymptotic Analysis30 cited
  • 2012Asymptotically optimal Bayesian sequential change detection and identification rules

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