State-of-the-Art in Sequential Change-Point Detection
State-of-the-Art in Sequential Change-Point Detection
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Publisher
Boston: Springer US
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Language
English
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Publisher
Boston: Springer US
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Scope and Contents
Contents
We provide an overview of the state-of-the-art in the area of sequential change-point detection assuming discrete time and known pre- and post-change distributions. The overview spans over all major formulations of the underlying optimization problem, namely, Bayesian, generalized Bayesian, and minimax. We pay particular attention to the latest adv...
Alternative Titles
Full title
State-of-the-Art in Sequential Change-Point Detection
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Record Identifier
TN_cdi_proquest_miscellaneous_1671368471
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_1671368471
Other Identifiers
ISSN
1387-5841
E-ISSN
1573-7713
DOI
10.1007/s11009-011-9256-5
