Asymptotically Optimal Sequential Change-Point Detection under Composite Hypotheses

Proceedings of the 44th IEEE Conference on Decision and Control ◽

10.1109/cdc.2005.1583347 ◽

2006 ◽

Author(s):

B. Brodsky ◽

B. Darkhovsky

Keyword(s):

Change Point ◽

Change Point Detection ◽

Asymptotically Optimal ◽

Sequential Change ◽

Composite Hypotheses ◽

Point Detection

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Asymptotically optimal methods of change-point detection for composite hypotheses

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2004.01.007 ◽

2005 ◽

Vol 133 (1) ◽

pp. 123-138 ◽

Author(s):

Boris Brodsky ◽

Boris Darkhovsky

Keyword(s):

Change Point ◽

Change Point Detection ◽

Asymptotically Optimal ◽

Optimal Methods ◽

Composite Hypotheses ◽

Point Detection

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Sequential change-point detection for mixing random sequences under composite hypotheses

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-006-9004-6 ◽

2007 ◽

Vol 11 (1) ◽

pp. 35-54 ◽

Author(s):

Boris Brodsky ◽

Boris Darkhovsky

Keyword(s):

Change Point ◽

Change Point Detection ◽

Random Sequences ◽

Sequential Change ◽

Composite Hypotheses ◽

Point Detection

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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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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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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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Second-Order Asymptotically Optimal Change-point Detection Algorithm with Sampling Control

2020 IEEE International Symposium on Information Theory (ISIT) ◽

10.1109/isit44484.2020.9174114 ◽

2020 ◽

Author(s):

Qunzhi Xu ◽

Yajun Mei ◽

George V. Moustakides

Keyword(s):

Change Point ◽

Detection Algorithm ◽

Second Order ◽

Change Point Detection ◽

Asymptotically Optimal ◽

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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