Sequential change detection and hypothesis testing : general non-i.i.d. stochastic models and asymptotically optimal rules / by Alexander G. Tartakovsky.
Material type:
- text
- computer
- online resource
- 9780429155017
- 0429155018
- 9781498757591
- 1498757596
- 9780429531712
- 0429531710
- 519.5/4 23
- QA279.7
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"-- Provided by publisher.
OCLC-licensed vendor bibliographic record.
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