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Sequential Analysis
Design Methods and Applications
Volume 29, 2010 - Issue 2: Celebrating the Seventy-Fifth Birthday of Albert N. Shiryaev—Invited Papers: Part 1
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Original Articles

Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown

Tze Leung Lai Department of Statistics, Stanford University, Stanford, California, USA
&
Haipeng Xing Department of Applied Mathematics and Statistics, State University of New York, Stony Brook, New York, USACorrespondence[email protected]
Pages 162-175 | Received 13 Apr 2009, Accepted 26 Jun 2009, Published online: 17 May 2010

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Yinglun Zhan, Ruizhi Zhang, Yuzhen Zhou, Vincent Stoerger, Jeremy Hiller, Tala Awada & Yufeng Ge. (2022) Rapid online plant leaf area change detection with high-throughput plant image data. Journal of Applied Statistics 0:0, pages 1-15.
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Jin-Guo Xian, Dong Han & Jian-Qi Yu. (2016) Online change detection of Markov chains with unknown post-change transition probabilities. Communications in Statistics - Theory and Methods 45:3, pages 597-611.
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Jue Wang, Xueze Song, Roozbeh Yousefi & Zhigang Jiang. (2023) Optimal Learning and Management of Threatened Species. SSRN Electronic Journal.
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Yuchen Liang & Venugopal V. Veeravalli. (2022) Non-Parametric Quickest Mean-Change Detection. IEEE Transactions on Information Theory 68:12, pages 8040-8052.
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Zhenyi Wang, Li Shen, Tiehang Duan, Donglin Zhan, Le Fang & Mingchen Gao. (2022) Learning to Learn and Remember Super Long Multi-Domain Task Sequence. Learning to Learn and Remember Super Long Multi-Domain Task Sequence.
Jean Feng, Rachael V. Phillips, Ivana Malenica, Andrew Bishara, Alan E. Hubbard, Leo A. Celi & Romain Pirracchio. (2022) Clinical artificial intelligence quality improvement: towards continual monitoring and updating of AI algorithms in healthcare. npj Digital Medicine 5:1.
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Alessio Russo & Alexandre Proutiere. (2021) Minimizing Information Leakage of Abrupt Changes in Stochastic Systems. Minimizing Information Leakage of Abrupt Changes in Stochastic Systems.
James Zachary Hare, Lance Kaplan & Venugopal V. Veeravalli. (2021) Toward Uncertainty Aware Quickest Change Detection. Toward Uncertainty Aware Quickest Change Detection.
Xiaochuan Ma, Lifeng Lai & Shuguang Cui. (2021) A Deep Q-Network Based Approach for Online Bayesian Change Point Detection. A Deep Q-Network Based Approach for Online Bayesian Change Point Detection.
Ying Yan, Jun Cai, Tao Li, Wan Zhang & Liangliang Sun. (2021) Fault prognosis of HVAC air handling unit and its components using hidden-semi Markov model and statistical process control. Energy and Buildings 240, pages 110875.
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Yuchen Liang & Venugopal V. Veeravalli. (2021) Non-Parametric Quickest Detection of a Change in the Mean of an Observation Sequence. Non-Parametric Quickest Detection of a Change in the Mean of an Observation Sequence.
Haipeng Xing, Ke Wang, Zhi Li & Ying Chen. (2020) Statistical Surveillance of Structural Breaks in Credit Rating Dynamics. Entropy 22:10, pages 1072.
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Shaofeng Zou, Venugopal V. Veeravalli, Jian Li & Don Towsley. (2020) Quickest Detection of Dynamic Events in Networks. IEEE Transactions on Information Theory 66:4, pages 2280-2295.
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Namjoon Suh, Ruizhi Zhang & Yajun Mei. (2019) Adaptive Online Monitoring of the Ising model. Adaptive Online Monitoring of the Ising model.
Yair Goldberg, Moshe Pollak, Alexis Mitelpunkt, Mila Orlovsky, Ahuva Weiss-Meilik & Malka Gorfine. (2017) Change-point detection for infinite horizon dynamic treatment regimes. Statistical Methods in Medical Research 26:4, pages 1590-1604.
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Shu Xu, Bo Lu, Noel Bell & Mark Nixon. (2017) Outlier Detection in Dynamic Systems with Multiple Operating Points and Application to Improve Industrial Flare Monitoring. Processes 5:4, pages 28.
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Sattar Vakili, Qing Zhao & Lang Tong. (2015) Bayesian quickest short-term voltage instability detection in power systems. Bayesian quickest short-term voltage instability detection in power systems.
Gabriela Ciuperca & Zahraa Salloum. (2015) Empirical likelihood test in a posteriori change-point nonlinear model. Metrika 78:8, pages 919-952.
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Ying Yan, Peter B. Luh & Krishna R. Pattipati. (2015) A fault diagnosis method for HVAC Air Handling Units considering fault propagation. A fault diagnosis method for HVAC Air Handling Units considering fault propagation.
Venugopal V. Veeravalli & Taposh Banerjee. 2014. Academic Press Library in Signal Processing: Volume 3 - Array and Statistical Signal Processing. Academic Press Library in Signal Processing: Volume 3 - Array and Statistical Signal Processing 209 255 .
Gabriela Ciuperca. (2013) Two tests for sequential detection of a change-point in a nonlinear model. Journal of Statistical Planning and Inference 143:10, pages 1719-1743.
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Arnaud Dessein & Arshia Cont. (2013) An Information-Geometric Approach to Real-Time Audio Segmentation. IEEE Signal Processing Letters 20:4, pages 331-334.
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Jian Li, Fugee Tsung & Changliang Zou. (2013) Directional change-point detection for process control with multivariate categorical data. Naval Research Logistics (NRL) 60:2, pages 160-173.
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Arnaud Dessein & Arshia Cont. 2013. Geometric Science of Information. Geometric Science of Information 633 640 .
Jay Bartroff, Tze Leung Lai & Mei-Chiung ShihJay Bartroff, Tze Leung Lai & Mei-Chiung Shih. 2013. Sequential Experimentation in Clinical Trials. Sequential Experimentation in Clinical Trials 187 223 .
Jay Bartroff, Tze Leung Lai & Mei-Chiung ShihJay Bartroff, Tze Leung Lai & Mei-Chiung Shih. 2013. Sequential Experimentation in Clinical Trials. Sequential Experimentation in Clinical Trials 153 186 .
Jay Bartroff, Tze Leung Lai & Mei-Chiung ShihJay Bartroff, Tze Leung Lai & Mei-Chiung Shih. 2013. Sequential Experimentation in Clinical Trials. Sequential Experimentation in Clinical Trials 123 152 .
Jay Bartroff, Tze Leung Lai & Mei-Chiung ShihJay Bartroff, Tze Leung Lai & Mei-Chiung Shih. 2013. Sequential Experimentation in Clinical Trials. Sequential Experimentation in Clinical Trials 101 122 .
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Jay Bartroff, Tze Leung Lai & Mei-Chiung ShihJay Bartroff, Tze Leung Lai & Mei-Chiung Shih. 2013. Sequential Experimentation in Clinical Trials. Sequential Experimentation in Clinical Trials 37 75 .
Jay Bartroff, Tze Leung Lai & Mei-Chiung ShihJay Bartroff, Tze Leung Lai & Mei-Chiung Shih. 2013. Sequential Experimentation in Clinical Trials. Sequential Experimentation in Clinical Trials 11 35 .
Jay Bartroff, Tze Leung Lai & Mei-Chiung ShihJay Bartroff, Tze Leung Lai & Mei-Chiung Shih. 2013. Sequential Experimentation in Clinical Trials. Sequential Experimentation in Clinical Trials 1 10 .
Michael Ludkovski. 2012. Numerical Methods in Finance. Numerical Methods in Finance 83 112 .
Mei‐Chiung Shih, Tze Leung Lai, Joseph F. Heyse & Jie Chen. (2010) Sequential generalized likelihood ratio tests for vaccine safety evaluation. Statistics in Medicine 29:26, pages 2698-2708.
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