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Sequential Analysis
Design Methods and Applications
Volume 32, 2013 - Issue 1
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Original Articles

Change-Points: From Sequential Detection to Biology and Back

Pages 2-14 | Received 06 Jun 2012, Accepted 04 Oct 2012, Published online: 01 Feb 2013
 

Abstract

Modern change-point detection had its origins about 50 years ago in the work of Page, Shiryaev, and Lorden, who focused on sequential detection of a change-point in a sequence of observations. Motivation often arose from sequential quality control: to detect a disruption in the quality of a continuous production process. More recently, motivation from a broad range of applications has led to a variety of different problem formulations. In this article I will review this history with particular attention to a selected subset of applications arising in biology and to common features of different likelihood-based formulations.

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ACKNOWLEDGMENTS

I would like to thank the referee for a careful reading of the manuscript leading to several helpful suggestions and the NSF for support of my research.

Notes

Recommended by A. G. Tartakovsky

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