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Sequential change detection and hypothesis testing : general non-i.i.d. stochastic models and asymptotically optimal rules / by Alexander G. Tartakovsky.

By: Material type: TextTextPublisher: Boca Raton : CRC Press, [2020]Description: 1 online resourceContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9780429155017
  • 0429155018
  • 9781498757591
  • 1498757596
  • 9780429531712
  • 0429531710
Subject(s): DDC classification:
  • 519.5/4 23
LOC classification:
  • QA279.7
Online resources:
Contents:
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.
Summary: "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.
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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.

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