Sequential change detection and hypothesis testing: general non-i.i.d. stochastic models and asymptotically optimal rules
Tartakovsky, Alexander
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"--
Kategori:
Tahun:
2020
Penerbit:
CRC Press
Bahasa:
english
ISBN 10:
1498757596
ISBN 13:
9781498757591
Nama siri:
Monographs on statistics and applied probability (Series)
Fail:
PDF, 8.86 MB
IPFS:
,
english, 2020