Abstract Details
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Activity Number:
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169
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Type:
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Topic Contributed
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Date/Time:
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Monday, August 5, 2013 : 10:30 AM to 12:20 PM
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Sponsor:
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Quality and Productivity Section
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| Abstract - #310269 |
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Title:
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Quickest Change-Point Detection: A Bird's Eye View
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Author(s):
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Aleksey Polunchenko*+
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Companies:
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Binghamton University
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Keywords:
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Sequential analysis ;
Minimax ;
CUSUM ;
Shiryaev-Roberts ;
Change-point detection
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Abstract:
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We provide a bird's eye view onto the area of sequential change-point detection. We focus on the discrete-time case with known pre- and post-change data distributions and offer a summary of the forefront asymptotic results established in each of the four major formulations of the underlying optimization problem: Bayesian, generalized Bayesian, minimax, and multi-cyclic.
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Authors who are presenting talks have a * after their name.
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