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On optimality of the Shiryaev-Roberts procedure for detecting a change
  in distribution
v1v2v3v4v5 (latest)

On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution

22 April 2009
Aleksey S. Polunchenko
A. Tartakovsky
ArXiv (abs)PDFHTML

Papers citing "On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution"

37 / 37 papers shown
Quickest Change Detection Using Mismatched CUSUM
Quickest Change Detection Using Mismatched CUSUM
Austin Cooper
Sean P. Meyn
282
2
0
12 Sep 2024
Beyond boundaries: Gary Lorden's groundbreaking contributions to
  sequential analysis
Beyond boundaries: Gary Lorden's groundbreaking contributions to sequential analysis
Jay Bartroff
A. Tartakovsky
AI4CE
212
0
0
27 Mar 2024
An Evaluation of Real-time Adaptive Sampling Change Point Detection
  Algorithm using KCUSUM
An Evaluation of Real-time Adaptive Sampling Change Point Detection Algorithm using KCUSUM
Vijayalakshmi Saravanan
P. Siehien
Shinjae Yoo
Hubertus Van Dam
Thomas Flynn
Christopher Kelly
Khaled Z Ibrahim
AI4TS
233
2
0
15 Feb 2024
More On the Quasi-Stationary Distribution of the Shiryaev--Roberts
  Diffusion
More On the Quasi-Stationary Distribution of the Shiryaev--Roberts Diffusion
Soumik Banerjee
Aleksey S. Polunchenko
148
0
0
30 Oct 2023
Sequential change-point detection: Computation versus statistical
  performance
Sequential change-point detection: Computation versus statistical performance
Haoyun Wang
Yao Xie
AI4TS
378
16
0
11 Oct 2022
Window-Limited CUSUM for Sequential Change Detection
Window-Limited CUSUM for Sequential Change DetectionIEEE Transactions on Information Theory (IEEE Trans. Inf. Theory), 2022
Liyan Xie
G. Moustakides
Yao Xie
332
33
0
14 Jun 2022
E-detectors: a nonparametric framework for sequential change detection
E-detectors: a nonparametric framework for sequential change detectionThe New England Journal of Statistics in Data Science (JNESDS), 2022
Jaehyeok Shin
Aaditya Ramdas
Alessandro Rinaldo
664
28
0
07 Mar 2022
Sequential (Quickest) Change Detection: Classical Results and New
  Directions
Sequential (Quickest) Change Detection: Classical Results and New DirectionsIEEE Journal on Selected Areas in Information Theory (JSAIT), 2021
Liyan Xie
Shaofeng Zou
Yao Xie
Venugopal V. Veeravalli
AI4TS
262
136
0
09 Apr 2021
Optimal Sequential Tests for Detection of Changes under Finite measure
  space for Finite Sequences of Networks
Optimal Sequential Tests for Detection of Changes under Finite measure space for Finite Sequences of Networks
Lei Qiao
D. Han
155
1
0
15 Nov 2019
Optimal Sequential Tests for Monitoring Changes in the Distribution of
  Finite Observation Sequences
Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences
D. Han
Fugee Tsung
Jinguo Xian
117
6
0
31 Jul 2019
On the Convergence Rate of the Quasi- to Stationary Distribution for the
  Shiryaev-Roberts Diffusion
On the Convergence Rate of the Quasi- to Stationary Distribution for the Shiryaev-Roberts DiffusionSequential Analysis (SA), 2019
Kexuan Li
Aleksey S. Polunchenko
185
2
0
05 Jul 2019
First passage time for Slepian process with linear barrier
First passage time for Slepian process with linear barrier
J. Noonan
A. Zhigljavsky
68
0
0
14 Apr 2019
Change Detection with the Kernel Cumulative Sum Algorithm
Change Detection with the Kernel Cumulative Sum AlgorithmIEEE Conference on Decision and Control (CDC), 2019
Thomas Flynn
Shinjae Yoo
230
37
0
05 Mar 2019
Asymptotic Optimality of Mixture Rules for Detecting Changes in General
  Stochastic Models
Asymptotic Optimality of Mixture Rules for Detecting Changes in General Stochastic Models
A. Tartakovsky
152
10
0
24 Jul 2018
Asymptotically Optimal Quickest Change Detection In Multistream Data -
  Part 1: General Stochastic Models
Asymptotically Optimal Quickest Change Detection In Multistream Data - Part 1: General Stochastic Models
A. Tartakovsky
122
7
0
24 Jul 2018
Asymptotically Optimal Pointwise and Minimax Change-point Detection for
  General Stochastic Models With a Composite Post-Change Hypothesis
Asymptotically Optimal Pointwise and Minimax Change-point Detection for General Stochastic Models With a Composite Post-Change Hypothesis
S. Pergamenchtchikov
A. Tartakovsky
289
13
0
24 Jul 2018
On robust stopping times for detecting changes in distribution
On robust stopping times for detecting changes in distribution
Yu. Golubev
M. Safarian
OOD
104
4
0
24 Apr 2018
Comparative Performance Analysis of the Cumulative Sum Chart and the
  Shiryaev-Roberts Procedure for Detecting Changes in Autocorrelated Data
Comparative Performance Analysis of the Cumulative Sum Chart and the Shiryaev-Roberts Procedure for Detecting Changes in Autocorrelated DataApplied Stochastic Models in Business and Industry (ASMBI), 2017
Aleksey S. Polunchenko
V. Raghavan
197
8
0
02 Jun 2017
Asymptotic Exponentiality of the First Exit Time of the Shiryaev-Roberts
  Diffusion with Constant Positive Drift
Asymptotic Exponentiality of the First Exit Time of the Shiryaev-Roberts Diffusion with Constant Positive Drift
Aleksey S. Polunchenko
173
4
0
28 Feb 2017
Minimax Optimality of Shiryaev-Roberts Procedure for Quickest Drift
  Change Detection of a Brownian motion
Minimax Optimality of Shiryaev-Roberts Procedure for Quickest Drift Change Detection of a Brownian motion
T. Banerjee
G. Moustakides
159
2
0
09 Oct 2016
Asymptotic Near-Minimaxity of the Randomized Shiryaev-Roberts-Pollak
  Change-Point Detection Procedure in Continuous Time
Asymptotic Near-Minimaxity of the Randomized Shiryaev-Roberts-Pollak Change-Point Detection Procedure in Continuous Time
Aleksey S. Polunchenko
265
11
0
12 Jul 2016
Optimal Design of the Shiryaev-Roberts Chart: Give Your Shiryaev-Roberts
  a Headstart
Optimal Design of the Shiryaev-Roberts Chart: Give Your Shiryaev-Roberts a Headstart
Aleksey S. Polunchenko
102
2
0
04 Jul 2016
On the Quasi-Stationary Distribution of the Shiryaev-Roberts Diffusion
On the Quasi-Stationary Distribution of the Shiryaev-Roberts Diffusion
Aleksey S. Polunchenko
206
12
0
21 Jun 2016
Exact Distribution of the Generalized Shiryaev-Roberts Stopping Time
  Under the Minimax Brownian Motion Setup
Exact Distribution of the Generalized Shiryaev-Roberts Stopping Time Under the Minimax Brownian Motion Setup
Aleksey S. Polunchenko
152
8
0
17 Jan 2016
An Analytic Expression for the Distribution of the Generalized
  Shiryaev-Roberts Diffusion
An Analytic Expression for the Distribution of the Generalized Shiryaev-Roberts Diffusion
Aleksey S. Polunchenko
Grigory Sokolov
141
8
0
15 Jan 2016
On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid
  Case
On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case
A. Tartakovsky
234
37
0
13 Oct 2015
Asymptotically Optimal Pointwise and Minimax Quickest Change-point
  Detection for Dependent Data
Asymptotically Optimal Pointwise and Minimax Quickest Change-point Detection for Dependent Data
S. Pergamenchtchikov
A. Tartakovsky
250
26
0
10 Oct 2015
Robustness of the ${N}$-CUSUM stopping rule in a Wiener disorder problem
Robustness of the N{N}N-CUSUM stopping rule in a Wiener disorder problem
Hongzhong Zhang
Neofytos Rodosthenous
O. Hadjiliadis
198
9
0
31 Oct 2014
An Exact Formula for the Average Run Length to False Alarm of the
  Generalized Shiryaev-Roberts Procedure for Change-Point Detection under
  Exponential Observations
An Exact Formula for the Average Run Length to False Alarm of the Generalized Shiryaev-Roberts Procedure for Change-Point Detection under Exponential Observations
Wenyu Du
Grigory Sokolov
Aleksey S. Polunchenko
231
3
0
29 Aug 2014
Efficient Performance Evaluation of the Generalized Shiryaev--Roberts
  Detection Procedure in a Multi-Cyclic Setup
Efficient Performance Evaluation of the Generalized Shiryaev--Roberts Detection Procedure in a Multi-Cyclic Setup
Aleksey S. Polunchenko
Grigory Sokolov
Wenyu Du
198
10
0
17 Dec 2013
Quickest Change-Point Detection: A Bird's Eye View
Quickest Change-Point Detection: A Bird's Eye View
Aleksey S. Polunchenko
Grigory Sokolov
Wenyu Du
136
23
0
11 Oct 2013
Optimal Design and Analysis of the Exponentially Weighted Moving Average
  Chart for Exponential Data
Optimal Design and Analysis of the Exponentially Weighted Moving Average Chart for Exponential Data
Aleksey S. Polunchenko
Grigory Sokolov
A. Tartakovsky
288
17
0
26 Jul 2013
An Accurate Method for Determining the Pre-Change Run-Length
  Distribution of the Generalized Shiryaev--Roberts Detection Procedure
An Accurate Method for Determining the Pre-Change Run-Length Distribution of the Generalized Shiryaev--Roberts Detection Procedure
Aleksey S. Polunchenko
Grigory Sokolov
Wenyu Du
212
13
0
11 Jul 2013
State-of-the-Art in Sequential Change-Point Detection
State-of-the-Art in Sequential Change-Point Detection
Aleksey S. Polunchenko
A. Tartakovsky
AI4TS
202
142
0
13 Sep 2011
Third-order Asymptotic Optimality of the Generalized Shiryaev-Roberts
  Changepoint Detection Procedures
Third-order Asymptotic Optimality of the Generalized Shiryaev-Roberts Changepoint Detection Procedures
A. Tartakovsky
M. Pollak
Aleksey S. Polunchenko
289
76
0
07 May 2010
Minimax Robust Quickest Change Detection
Minimax Robust Quickest Change Detection
Jayakrishnan Unnikrishnan
Venugopal V. Veeravalli
Sean P. Meyn
362
81
0
13 Nov 2009
A Numerical Approach to Performance Analysis of Quickest Change-Point
  Detection Procedures
A Numerical Approach to Performance Analysis of Quickest Change-Point Detection Procedures
G. Moustakides
Aleksey S. Polunchenko
A. Tartakovsky
290
78
0
21 Jul 2009
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