ENGLISH

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

By Alexander , Tartakovsky

Book information

Publisher
CRC Press
Year
2020
ISBN
9781498757584, 9780429155017, 0429155018, 9780429531712, 0429531710, 9781498757591, 1498757596
Language
english
Format
PDF
Filesize
9 MB (9292222 bytes)
Series
Monographs on statistics and applied probability (Series)
Pages
xix, 299 pages\321
Time added
2020-10-11 07:48:48
Mathematical statistics;MATHEMATICS / Probability

Description

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"--

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