Likelihood ratio-based distribution-free sequential change-point detection

Journal of Statistical Computation and Simulation ◽

10.1080/00949655.2014.899599 ◽

2014 ◽

Vol 84 (12) ◽

pp. 2748-2758 ◽

Author(s):

Maoyuan Zhou ◽

Wei Geng ◽

Zhaojun Wang

Keyword(s):

Likelihood Ratio ◽

Change Point ◽

Change Point Detection ◽

Distribution Free ◽

Sequential Change ◽

Point Detection

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A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters

Journal of the American Statistical Association ◽

10.1080/01621459.2019.1630562 ◽

2019 ◽

Vol 115 (531) ◽

pp. 1361-1377

Author(s):

Holger Dette ◽

Josua Gösmann

Keyword(s):

Likelihood Ratio ◽

Change Point ◽

General Class ◽

Change Point Detection ◽

Sequential Change ◽

Ratio Approach ◽

Point Detection

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Variance change point detection for fractional Brownian motion based on the likelihood ratio test

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2017.08.134 ◽

2018 ◽

Vol 490 ◽

pp. 439-450 ◽

Author(s):

Daniel Kucharczyk ◽

Agnieszka Wyłomańska ◽

Grzegorz Sikora

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Change Point ◽

Change Point Detection ◽

Variance Change ◽

Point Detection ◽

Variance Change Point

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Structural Damage Detection and Localization with Unknown Postdamage Feature Distribution Using Sequential Change-Point Detection Method

Journal of Aerospace Engineering ◽

10.1061/(asce)as.1943-5525.0000979 ◽

2019 ◽

Vol 32 (2) ◽

pp. 04018149 ◽

Author(s):

Yizheng Liao ◽

Anne S. Kiremidjian ◽

Ram Rajagopal ◽

Chin-Hsuing Loh

Keyword(s):

Damage Detection ◽

Change Point ◽

Structural Damage ◽

Detection Method ◽

Change Point Detection ◽

Structural Damage Detection ◽

Sequential Change ◽

Point Detection ◽

Detection And Localization

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Retrospective Change Point Detection: From Parametric to Distribution Free Policies

Communications in Statistics - Simulation and Computation ◽

10.1080/03610911003663881 ◽

2010 ◽

Vol 39 (5) ◽

pp. 899-920 ◽

Author(s):

Gregory Gurevich ◽

Albert Vexler

Keyword(s):

Change Point ◽

Change Point Detection ◽

Distribution Free ◽

Point Detection

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LPD Communication: A Sequential Change-Point Detection Perspective

IEEE Transactions on Communications ◽

10.1109/tcomm.2020.2969416 ◽

2020 ◽

Vol 68 (4) ◽

pp. 2474-2490

Author(s):

Ke-Wen Huang ◽

Hui-Ming Wang ◽

Don Towsley ◽

H. Vincent Poor

Keyword(s):

Change Point ◽

Change Point Detection ◽

Sequential Change ◽

Point Detection

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Nested Plans for Sequential Change Point Detection—The Parametric Case

Statistical Models and Methods for Biomedical and Technical Systems ◽

10.1007/978-0-8176-4619-6_15 ◽

2008 ◽

pp. 199-211

Author(s):

Paul Feigin ◽

Gregory Gurevich ◽

Yan Lumelskii

Keyword(s):

Change Point ◽

Change Point Detection ◽

Sequential Change ◽

Parametric Case ◽

Point Detection

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Sequential Change-Point Detection Methods for Nonstationary Time Series

Technometrics ◽

10.1198/004017007000000434 ◽

2008 ◽

Vol 50 (1) ◽

pp. 40-52 ◽

Author(s):

Hyunyoung Choi ◽

Hernando Ombao ◽

Bonnie Ray

Keyword(s):

Time Series ◽

Change Point ◽

Nonstationary Time Series ◽

Change Point Detection ◽

Detection Methods ◽

Sequential Change ◽

Point Detection

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Truncated sequential change-point detection based on renewal counting processes II

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2008.08.021 ◽

2009 ◽

Vol 139 (6) ◽

pp. 1921-1936 ◽

Author(s):

Allan Gut ◽

Josef Steinebach

Keyword(s):

Change Point ◽

Change Point Detection ◽

Counting Processes ◽

Sequential Change ◽

Point Detection

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Self-Normalized Sequential Change-point Detection

Statistica Sinica ◽

10.5705/ss.202018.0269 ◽

2021 ◽

Author(s):

Ngai Hang Chan ◽

Wai Leong Ng ◽

Chun Yip Yau

Keyword(s):

Change Point ◽

Change Point Detection ◽

Sequential Change ◽

Point Detection

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Compound Sequential Change-point Detection in Parallel Data Streams

Statistica Sinica ◽

10.5705/ss.202020.0508 ◽

2023 ◽

Author(s):

Yunxiao Chen ◽

Xiaoou Li

Keyword(s):

Data Streams ◽

Change Point ◽

Change Point Detection ◽

Sequential Change ◽

Parallel Data ◽

Point Detection

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