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Third-order Asymptotic Optimality of the Generalized Shiryaev-Roberts Changepoint Detection Procedures

7 May 2010

A. Tartakovsky

M. Pollak

Aleksey S. Polunchenko

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Papers citing "Third-order Asymptotic Optimality of the Generalized Shiryaev-Roberts Changepoint Detection Procedures"

38 / 38 papers shown

Title
Beyond boundaries: Gary Lorden's groundbreaking contributions to sequential analysis Jay Bartroff A. Tartakovsky AI4CE 28 0 0 27 Mar 2024
More On the Quasi-Stationary Distribution of the Shiryaev--Roberts Diffusion Soumik Banerjee Aleksey S. Polunchenko 34 0 0 30 Oct 2023
Sequential change-point detection: Computation versus statistical performance Haoyun Wang Yao Xie AI4TS 73 8 0 11 Oct 2022
A Contrastive Approach to Online Change Point Detection Artur Goldman Nikita Puchkin Valeriia Shcherbakova Uliana Vinogradova 84 7 0 21 Jun 2022
E-detectors: a nonparametric framework for sequential change detection Jaehyeok Shin Aaditya Ramdas Alessandro Rinaldo 150 12 0 07 Mar 2022
Quickest Change Detection with Non-Stationary Post-Change Observations Yuchen Liang A. Tartakovsky Venugopal V. Veeravalli 80 14 0 04 Oct 2021
Quickest change detection with unknown parameters: Constant complexity and near optimality Firas Jarboui Vianney Perchet 33 0 0 09 Jun 2021
Sequential (Quickest) Change Detection: Classical Results and New Directions Liyan Xie Shaofeng Zou Yao Xie Venugopal V. Veeravalli AI4TS 83 100 0 09 Apr 2021
On the Convergence Rate of the Quasi- to Stationary Distribution for the Shiryaev-Roberts Diffusion Kexuan Li Aleksey S. Polunchenko 38 2 0 05 Jul 2019
Asymptotic Optimality of Mixture Rules for Detecting Changes in General Stochastic Models A. Tartakovsky 40 10 0 24 Jul 2018
Asymptotically Optimal Quickest Change Detection In Multistream Data - Part 1: General Stochastic Models A. Tartakovsky 23 7 0 24 Jul 2018
Asymptotically Optimal Pointwise and Minimax Change-point Detection for General Stochastic Models With a Composite Post-Change Hypothesis S. Pergamenchtchikov A. Tartakovsky 64 12 0 24 Jul 2018
Comparative Performance Analysis of the Cumulative Sum Chart and the Shiryaev-Roberts Procedure for Detecting Changes in Autocorrelated Data Aleksey S. Polunchenko V. Raghavan 53 8 0 02 Jun 2017
Asymptotic Exponentiality of the First Exit Time of the Shiryaev-Roberts Diffusion with Constant Positive Drift Aleksey S. Polunchenko 63 4 0 28 Feb 2017
Minimax Optimality of Shiryaev-Roberts Procedure for Quickest Drift Change Detection of a Brownian motion T. Banerjee G. Moustakides 53 2 0 09 Oct 2016
Asymptotic Near-Minimaxity of the Randomized Shiryaev-Roberts-Pollak Change-Point Detection Procedure in Continuous Time Aleksey S. Polunchenko 53 11 0 12 Jul 2016
Optimal Design of the Shiryaev-Roberts Chart: Give Your Shiryaev-Roberts a Headstart Aleksey S. Polunchenko 29 2 0 04 Jul 2016
Asymptotic Bayesian Theory of Quickest Change Detection for Hidden Markov Models C. Fuh A. Tartakovsky 44 36 0 03 Jul 2016
On the Quasi-Stationary Distribution of the Shiryaev-Roberts Diffusion Aleksey S. Polunchenko 48 12 0 21 Jun 2016
Exact Distribution of the Generalized Shiryaev-Roberts Stopping Time Under the Minimax Brownian Motion Setup Aleksey S. Polunchenko 47 8 0 17 Jan 2016
An Analytic Expression for the Distribution of the Generalized Shiryaev-Roberts Diffusion Aleksey S. Polunchenko Grigory Sokolov 46 8 0 15 Jan 2016
On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case A. Tartakovsky 65 37 0 13 Oct 2015
Asymptotically Optimal Pointwise and Minimax Quickest Change-point Detection for Dependent Data S. Pergamenchtchikov A. Tartakovsky 86 26 0 10 Oct 2015
Quickest Detection for Changes in Maximal kNN Coherence of Random Matrices T. Banerjee H. Firouzi Alfred Hero 72 13 0 19 Aug 2015
Non-parametric Quickest Change Detection for Large Scale Random Matrices T. Banerjee H. Firouzi Alfred Hero 47 8 0 20 Jun 2015
Data-Efficient Quickest Outlying Sequence Detection in Sensor Networks T. Banerjee Venugopal V. Veeravalli AI4TS 75 32 0 01 Nov 2014
Data-Efficient Minimax Quickest Change Detection with Composite Post-Change Distribution T. Banerjee Venugopal V. Veeravalli 51 28 0 13 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 Wenyu Du Grigory Sokolov Aleksey S. Polunchenko 64 3 0 29 Aug 2014
Multiple optimality properties of the Shewhart test G. Moustakides 92 32 0 15 Jan 2014
Efficient Performance Evaluation of the Generalized Shiryaev--Roberts Detection Procedure in a Multi-Cyclic Setup Aleksey S. Polunchenko Grigory Sokolov Wenyu Du 78 10 0 17 Dec 2013
Quickest Change-Point Detection: A Bird's Eye View Aleksey S. Polunchenko Grigory Sokolov Wenyu Du 67 23 0 11 Oct 2013
Optimal Design and Analysis of the Exponentially Weighted Moving Average Chart for Exponential Data Aleksey S. Polunchenko Grigory Sokolov A. Tartakovsky 98 17 0 26 Jul 2013
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 74 13 0 11 Jul 2013
Data-Efficient Quickest Change Detection in Minimax Settings T. Banerjee Venugopal V. Veeravalli 81 54 0 15 Nov 2012
Quickest Change Detection Venugopal V. Veeravalli T. Banerjee AI4TS 123 125 0 19 Oct 2012
Bandwidth and Energy Efficient Decentralized Sequential Change Detection Georgios Fellouris G. Moustakides 113 3 0 07 Oct 2012
State-of-the-Art in Sequential Change-Point Detection Aleksey S. Polunchenko A. Tartakovsky AI4TS 89 141 0 13 Sep 2011
On the Expectation of the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution M. Pollak A. Tartakovsky 79 1 0 04 Jun 2010