ResearchTrend.AI
  • Papers
  • Communities
  • Events
  • Blog
  • Pricing
Papers
Communities
Social Events
Terms and Conditions
Pricing
Parameter LabParameter LabTwitterGitHubLinkedInBlueskyYoutube

© 2025 ResearchTrend.AI, All rights reserved.

  1. Home
  2. Papers
  3. 1807.08980
  4. Cited By
Asymptotic Optimality of Mixture Rules for Detecting Changes in General
  Stochastic Models

Asymptotic Optimality of Mixture Rules for Detecting Changes in General Stochastic Models

24 July 2018
A. Tartakovsky
ArXiv (abs)PDFHTML

Papers citing "Asymptotic Optimality of Mixture Rules for Detecting Changes in General Stochastic Models"

5 / 5 papers shown
Title
Quickest Changepoint Detection in General Multistream Stochastic Models:
  Recent Results, Applications and Future Challenges
Quickest Changepoint Detection in General Multistream Stochastic Models: Recent Results, Applications and Future Challenges
A. Tartakovsky
V. Spivak
OOD
53
2
0
13 May 2023
Quickest Change Detection with Non-Stationary Post-Change Observations
Quickest Change Detection with Non-Stationary Post-Change Observations
Yuchen Liang
A. Tartakovsky
Venugopal V. Veeravalli
80
14
0
04 Oct 2021
An Asymptotic Theory of Joint Sequential Changepoint Detection and
  Identification for General Stochastic Models
An Asymptotic Theory of Joint Sequential Changepoint Detection and Identification for General Stochastic Models
A. Tartakovsky
48
8
0
02 Feb 2021
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
25
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
66
12
0
24 Jul 2018
1