Tartakovsky, Alexander,
Sequential change detection and hypothesis testing : general non-i.i.d. stochastic models and asymptotically optimal rules / by Alexander G. Tartakovsky. - 1 online resource
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"--
9780429155017 0429155018 9781498757591 1498757596 9780429531712 0429531710
Sequential analysis.
Mathematical statistics.
MATHEMATICS / Probability & Statistics / General
MATHEMATICS / Probability & Statistics / Bayesian Analysis
QA279.7
519.5/4
Sequential change detection and hypothesis testing : general non-i.i.d. stochastic models and asymptotically optimal rules / by Alexander G. Tartakovsky. - 1 online resource
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"--
9780429155017 0429155018 9781498757591 1498757596 9780429531712 0429531710
Sequential analysis.
Mathematical statistics.
MATHEMATICS / Probability & Statistics / General
MATHEMATICS / Probability & Statistics / Bayesian Analysis
QA279.7
519.5/4