Sequential change detection and hypothesis testing: general non-i.i.d. stochastic models and asymptotically optimal rules

Sequential hypothesis testing in multiple data streams — Sequential detection of changes : changepoint models, performance metrics and optimality criteria — Bayesian quickest change detection in a single population — Nearly optimal pointwise and minimax change detection in a single population — Change detection rules optimal for the maximal detection probability criterion — Quickest change detection in multiple streams — Joint changepoint detection and identification — Applications.;”Statistical methods for sequential hypothesis testing and changepoint detection have applications across many fields. This book presents an overview of methodology in these related areas, providing a synthesis of research from the last few decades”–
Statistical methods for sequential hypothesis testing and changepoint detection have applications across many fields, including quality control, biomedical engineering, communication networks, econometrics, image processing, security, etc. This book presents an overview of methodology in these related areas, providing a synthesis of research from the last few decades. The methods are illustrated through real data examples, and software is referenced where possible. The emphasis is on providing all the theoretical details in a unified framework, with pointers to new research directions.

Title: Sequential Change Detection and Hypothesis Testing General Non-i.i.d. Stochastic Models and Asymptotically Optimal Rules
Author:
ISBN: 1498757596,9781498757591
Publisher: CRC Press
Genre: Mathematics / Probability & Statistics / General
Date Published:
Pages: 300
Preview Link: Google Preview Link

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