Sequential change diagnosis revisited and the Adaptive Matrix CuSum. (English) Zbl 07874418
MSC:
62L10
Found 37 Documents (Results 1–37)
Online monitoring of air quality using PCA-based sequential learning. (English) Zbl 07832661
MSC:
62Pxx
Monitoring a Bernoulli process subject to gradual changes in the success rates of a sequence of Bernoulli random variables. (English) Zbl 07596760
Online multivariate changepoint detection with type I error control and constant time/memory updates per series. (English) Zbl 1478.62255
Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown. (English) Zbl 1479.62065
Asymptotically optimal quickest change detection in multistream data – Part 1: General stochastic models. (English) Zbl 1437.62321
Monitoring a Poisson process subject to gradual changes in the arrival rates. (English) Zbl 1431.62336
Asymptotic statistical properties of communication-efficient quickest detection schemes in sensor networks. (English) Zbl 1431.62337
Reviewer: Krzysztof J. Szajowski (Wrocław)
Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data. (English) Zbl 06860591
MSC:
62Mxx
Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov. (English) Zbl 1359.62340
Statistical control of multiple-stream processes: a literature review. (English) Zbl 1331.62496
Knoth, Sven (ed.) et al., Frontiers in statistical quality control 11. Selected papers based on the presentations at the XIth international workshop on intelligent statistical quality control, Sydney, Australia, August 20–23, 2013. Cham: Springer (ISBN 978-3-319-12354-7/hbk; 978-3-319-12355-4/ebook). 49-64 (2015).
Adaptive likelihood ratio approaches for the detection of space-time disease clusters. (English) Zbl 1506.62053
An accurate method for determining the pre-change run length distribution of the generalized Shiryaev-Roberts detection procedure. (English) Zbl 1319.62175
On the strategy of supply chain collaboration based on dynamic inventory target level management: a theory of constraint perspective. (English) Zbl 1426.90030
Discussion on “Change-points: from sequential detection to biology and back” by David Siegmund. (English) Zbl 1271.62186
Distributed detection/localization of change-points in high-dimensional network traffic data. (English) Zbl 1322.62146
Bayesian quickest detection in sensor arrays. (English) Zbl 1275.62030
Reviewer: Vjatscheslav Vasiliev (Tomsk)
Sequential anomaly detection in wireless sensor networks and effects of long-range dependent data. (English) Zbl 1293.62164
Optimal detection of transition probability change in random sequence. (English) Zbl 1235.60041
Reviewer: Heinrich Hering (Rockenberg)
Multi-variate quickest detection of significant change process. (English) Zbl 1350.68027
Baras, John S. (ed.) et al., Decision and game theory for security. Second international conference, GameSec 2011, College Park, MD, Maryland, USA, November 14–15, 2011. Proceedings. Berlin: Springer (ISBN 978-3-642-25279-2/pbk). Lecture Notes in Computer Science 7037, 56-66 (2011).
Sequential tracking of a hidden Markov chain using point process observations. (English) Zbl 1163.62062
Theory and applications of a new methodology for the random sequential probability ratio test. (English) Zbl 1248.90043
Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems. (English) Zbl 1452.62135
Asymptotically optimal quickest change detection in distributed sensor systems. (English) Zbl 1247.93014
Monitoring a Poisson process in several categories subject to changes in the arrival rates. (English) Zbl 1147.62318
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