Warner, Austin; Fellouris, Georgios Sequential change diagnosis revisited and the Adaptive Matrix CuSum. (English) Zbl 07874418 Bernoulli 30, No. 3, 2228-2252 (2024). MSC: 62L10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Xie, Xiulin; Qian, Nicole; Qiu, Peihua Online monitoring of air quality using PCA-based sequential learning. (English) Zbl 07832661 Ann. Appl. Stat. 18, No. 1, 600-625 (2024). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI
Sokolov, Grigory; Spivak, Valentin S.; Tartakovsky, Alexander G. Detecting an intermittent change of unknown duration. (English) Zbl 07723907 Sequential Anal. 42, No. 3, 269-302 (2023). MSC: 62Lxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Perusquía, José A.; Griffin, Jim E.; Villa, Cristiano Bayesian models applied to cyber security anomaly detection problems. (English) Zbl 07777979 Int. Stat. Rev. 90, No. 1, 78-99 (2022). MSC: 62Gxx 62Pxx 68Mxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Brown, Marlo Monitoring a Bernoulli process subject to gradual changes in the success rates of a sequence of Bernoulli random variables. (English) Zbl 07596760 Sequential Anal. 41, No. 3, 310-324 (2022). MSC: 62L15 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Hahn, Georg Online multivariate changepoint detection with type I error control and constant time/memory updates per series. (English) Zbl 1478.62255 Stat. Probab. Lett. 181, Article ID 109258, 7 p. (2022). MSC: 62M10 62L10 62G10 62J15 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Brown, Marlo Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown. (English) Zbl 1479.62065 Sequential Anal. 40, No. 3, 427-440 (2021). MSC: 62L15 60G40 60G55 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Wanrong; Krehbiel, Sara; Tuo, Rui; Mei, Yajun; Cummings, Rachel Single and multiple change-point detection with differential privacy. (English) Zbl 1539.68288 J. Mach. Learn. Res. 22, Paper No. 29, 36 p. (2021). MSC: 68T05 62L10 62M10 68P27 68T09 68W27 × Cite Format Result Cite Review PDF Full Text: Link
Nath, Samrat; Wu, Jingxian Quickest change point detection with multiple postchange models. (English) Zbl 1461.62144 Sequential Anal. 39, No. 4, 543-562 (2020). MSC: 62L15 62L10 62G10 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Feng, Long; Ren, Haojie; Zou, Changliang A setwise EWMA scheme for monitoring high-dimensional datastreams. (English) Zbl 1440.62208 Random Matrices Theory Appl. 9, No. 2, Article ID 2050004, 25 p. (2020). MSC: 62H12 62R07 62L12 62G10 62P30 × Cite Format Result Cite Review PDF Full Text: DOI
Tartakovsky, Alexander G. Asymptotically optimal quickest change detection in multistream data – Part 1: General stochastic models. (English) Zbl 1437.62321 Methodol. Comput. Appl. Probab. 21, No. 4, 1303-1336 (2019). MSC: 62L10 62L15 60G40 62C10 62C20 62M05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Brown, Marlo Monitoring a Poisson process subject to gradual changes in the arrival rates. (English) Zbl 1431.62336 Sequential Anal. 38, No. 3, 358-368 (2019). MSC: 62L15 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Ruizhi; Mei, Yajun Asymptotic statistical properties of communication-efficient quickest detection schemes in sensor networks. (English) Zbl 1431.62337 Sequential Anal. 37, No. 3, 375-396 (2018). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 62L15 60G40 62R07 62N01 94A13 62G10 × Cite Format Result Cite Review PDF Full Text: DOI
Bolton, Alexander D.; Heard, Nicholas A. Malware family discovery using reversible jump MCMC sampling of regimes. (English) Zbl 1409.62168 J. Am. Stat. Assoc. 113, No. 524, 1490-1502 (2018). MSC: 62M10 62P99 × Cite Format Result Cite Review PDF Full Text: DOI Link
Jeske, Daniel R.; Stevens, Nathaniel T.; Tartakovsky, Alexander G.; Wilson, James D. Statistical methods for network surveillance. (English) Zbl 1400.62344 Appl. Stoch. Models Bus. Ind. 34, No. 4, 425-445 (2018). MSC: 62P30 62M07 90B25 × Cite Format Result Cite Review PDF Full Text: DOI
Pergamenchtchikov, Serguei; Tartakovsky, Alexander G. Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data. (English) Zbl 06860591 Stat. Inference Stoch. Process. 21, No. 1, 217-259 (2018). MSC: 62Mxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lai, Tze Leung; Tsang, Ka Wai Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov. (English) Zbl 1359.62340 Sequential Anal. 35, No. 3, 305-310 (2016). MSC: 62L15 60G40 62G05 62F15 62C20 × Cite Format Result Cite Review PDF Full Text: DOI
de Lima, Max Sousa; Duczmal, Luiz Henrique Adaptive likelihood ratio approaches for the detection of space-time disease clusters. (English) Zbl 1506.62053 Comput. Stat. Data Anal. 77, 352-370 (2014). MSC: 62-08 62L10 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Polunchenko, Aleksey S.; Sokolov, Grigory; Du, Wenyu An accurate method for determining the pre-change run length distribution of the generalized Shiryaev-Roberts detection procedure. (English) Zbl 1319.62175 Sequential Anal. 33, No. 1, 112-134 (2014). MSC: 62L10 62L15 62P30 65R20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tsou, Chi-Ming On the strategy of supply chain collaboration based on dynamic inventory target level management: a theory of constraint perspective. (English) Zbl 1426.90030 Appl. Math. Modelling 37, No. 7, 5204-5214 (2013). MSC: 90B05 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Tartakovsky, Alexander G. Discussion on “Change-points: from sequential detection to biology and back” by David Siegmund. (English) Zbl 1271.62186 Sequential Anal. 32, No. 1, 36-42 (2013). MSC: 62L10 62L15 62F12 62F15 62P30 × Cite Format Result Cite Review PDF Full Text: DOI
Lung-Yut-Fong, A.; Lévy-Leduc, C.; Cappé, O. Distributed detection/localization of change-points in high-dimensional network traffic data. (English) Zbl 1322.62146 Stat. Comput. 22, No. 2, 485-496 (2012). MSC: 62G10 62M02 68M20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Ludkovski, Michael Bayesian quickest detection in sensor arrays. (English) Zbl 1275.62030 Sequential Anal. 31, No. 4, 481-504 (2012). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 62C10 60G35 62L15 93E11 62M20 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Zheng, Shanshan; Baras, John S. Sequential anomaly detection in wireless sensor networks and effects of long-range dependent data. (English) Zbl 1293.62164 Sequential Anal. 31, No. 4, 458-480 (2012). MSC: 62L12 62F03 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Sarnowski, Wojciech; Szajowski, Krzysztof Optimal detection of transition probability change in random sequence. (English) Zbl 1235.60041 Stochastics 83, No. 4-6, 569-581 (2011). Reviewer: Heinrich Hering (Rockenberg) MSC: 60G40 60K99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sezer, Semih Onur On the Wiener disorder problem. (English) Zbl 1203.62136 Ann. Appl. Probab. 20, No. 4, 1537-1566 (2010). MSC: 62L10 62C10 62P05 62M07 62L15 60G40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Yan; Pu, Xiaolong Hypothesis designs for three-hypothesis test problems. (English) Zbl 1189.62133 Math. Probl. Eng. 2010, Article ID 393095, 15 p. (2010). MSC: 62L10 65C60 62F03 × Cite Format Result Cite Review PDF Full Text: DOI EuDML
Bayraktar, Erhan; Ludkovski, Michael Sequential tracking of a hidden Markov chain using point process observations. (English) Zbl 1163.62062 Stochastic Processes Appl. 119, No. 6, 1792-1822 (2009). MSC: 62L10 62L15 62C10 60G55 65C60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mukhopadhyay, Nitis; De Silva, Basil M. Theory and applications of a new methodology for the random sequential probability ratio test. (English) Zbl 1248.90043 Stat. Methodol. 5, No. 5, 424-453 (2008). MSC: 90B25 62L10 62P30 × Cite Format Result Cite Review PDF Full Text: DOI
Verdier, Ghislain; Hilgert, Nadine; Vila, Jean-Pierre Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems. (English) Zbl 1452.62135 Comput. Stat. Data Anal. 52, No. 9, 4161-4174 (2008). MSC: 62-08 62L10 62L15 62P30 94A13 93E10 × Cite Format Result Cite Review PDF Full Text: DOI
Tartakovsky, Alexander G.; Veeravalli, Venugopal V. Asymptotically optimal quickest change detection in distributed sensor systems. (English) Zbl 1247.93014 Sequential Anal. 27, No. 4, 441-475 (2008). MSC: 93E10 62L10 62L15 60G40 62F12 62F05 × Cite Format Result Cite Review PDF Full Text: DOI
Mei, Yajun Is average run length to false alarm always an informative criterion? (English) Zbl 1149.62070 Sequential Anal. 27, No. 4, 354-376 (2008). MSC: 62L10 62L15 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Brown, Marlo Monitoring a Poisson process in several categories subject to changes in the arrival rates. (English) Zbl 1147.62318 Stat. Probab. Lett. 78, No. 16, 2637-2643 (2008). MSC: 62F15 62L15 62M99 × Cite Format Result Cite Review PDF Full Text: DOI
Tartakovsky, Alexander G. Multidecision quickest change-point detection: previous achievements and open problems. (English) Zbl 1274.62540 Sequential Anal. 27, No. 2, 201-231 (2008). MSC: 62L15 60G40 62F12 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Kim, Seong-Hee; Wilson, James R. A discussion on “Detection of intrusions in information systems by sequential change-point methods” by Tartakovsky, Rozovskii, Blažek, and Kim. (English) Zbl 1248.94028 Stat. Methodol. 3, No. 3, 315-319 (2006). MSC: 94A13 68M10 90B18 62P30 94A40 × Cite Format Result Cite Review PDF Full Text: DOI