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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: Tartakovsky, Alexander [author.].
Material type: materialTypeLabelBookPublisher: Boca Raton : CRC Press, [2020]Description: 1 online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9780429155017; 0429155018; 9781498757591; 1498757596; 9780429531712; 0429531710.Subject(s): Sequential analysis | Mathematical statistics | MATHEMATICS / Probability & Statistics / General | MATHEMATICS / Probability & Statistics / Bayesian AnalysisDDC classification: 519.5/4 Online resources: Taylor & Francis | OCLC metadata license agreement
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.

OCLC-licensed vendor bibliographic record.

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