Sequential change detection and hypothesis testing: general non-i.i.d. stochastic models and asymptotically optimal rules
"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"--
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Boca Raton
CRC Press
[2021]
|
| Edition: | First issued in paperback |
| Series: | Monographs on statistics and applied probability
165 |
| Subjects: | |
| 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"-- |
| Physical Description: | xix, 299 Seiten Diagramme |
| ISBN: | 9781032084350 |
Staff View
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| 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 |
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| discipline | Mathematik |
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| edition | First issued in paperback |
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| illustrated | Not Illustrated |
| index_date | 2024-07-03T18:35:14Z |
| indexdate | 2024-07-10T09:15:37Z |
| institution | BVB |
| isbn | 9781032084350 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032973246 |
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| physical | xix, 299 Seiten Diagramme |
| publishDate | 2021 |
| publishDateSearch | 2021 |
| publishDateSort | 2021 |
| publisher | CRC Press |
| record_format | marc |
| series | Monographs on statistics and applied probability |
| series2 | Monographs on statistics and applied probability A Chapman & Hall book |
| spelling | Tartakovsky, Alexander 19XX- Verfasser (DE-588)1065749465 aut Sequential change detection and hypothesis testing general non-i.i.d. stochastic models and asymptotically optimal rules Alexander G. Tartakovsky First issued in paperback Boca Raton CRC Press [2021] © 2021 xix, 299 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Monographs on statistics and applied probability 165 A Chapman & Hall book 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"-- Sequentialanalyse (DE-588)4128461-6 gnd rswk-swf Statistische Entscheidungstheorie (DE-588)4077850-2 gnd rswk-swf Sequential analysis Mathematical statistics Sequentialanalyse (DE-588)4128461-6 s Statistische Entscheidungstheorie (DE-588)4077850-2 s DE-604 Äquivalent Druck-Ausgabe, Hardcover 978-1-4987-5758-4 Monographs on statistics and applied probability 165 (DE-604)BV002494005 165 |
| spellingShingle | Tartakovsky, Alexander 19XX- Sequential change detection and hypothesis testing general non-i.i.d. stochastic models and asymptotically optimal rules Monographs on statistics and applied probability 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 Sequentialanalyse (DE-588)4128461-6 gnd Statistische Entscheidungstheorie (DE-588)4077850-2 gnd |
| subject_GND | (DE-588)4128461-6 (DE-588)4077850-2 |
| title | Sequential change detection and hypothesis testing general non-i.i.d. stochastic models and asymptotically optimal rules |
| title_auth | Sequential change detection and hypothesis testing general non-i.i.d. stochastic models and asymptotically optimal rules |
| title_exact_search | Sequential change detection and hypothesis testing general non-i.i.d. stochastic models and asymptotically optimal rules |
| title_exact_search_txtP | Sequential change detection and hypothesis testing general non-i.i.d. stochastic models and asymptotically optimal rules |
| title_full | Sequential change detection and hypothesis testing general non-i.i.d. stochastic models and asymptotically optimal rules Alexander G. Tartakovsky |
| title_fullStr | Sequential change detection and hypothesis testing general non-i.i.d. stochastic models and asymptotically optimal rules Alexander G. Tartakovsky |
| title_full_unstemmed | Sequential change detection and hypothesis testing general non-i.i.d. stochastic models and asymptotically optimal rules Alexander G. Tartakovsky |
| title_short | Sequential change detection and hypothesis testing |
| title_sort | sequential change detection and hypothesis testing general non i i d stochastic models and asymptotically optimal rules |
| title_sub | general non-i.i.d. stochastic models and asymptotically optimal rules |
| topic | Sequentialanalyse (DE-588)4128461-6 gnd Statistische Entscheidungstheorie (DE-588)4077850-2 gnd |
| topic_facet | Sequentialanalyse Statistische Entscheidungstheorie |
| volume_link | (DE-604)BV002494005 |
| work_keys_str_mv | AT tartakovskyalexander sequentialchangedetectionandhypothesistestinggeneralnoniidstochasticmodelsandasymptoticallyoptimalrules |