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547 – Contributed Oral Poster Presentations: Biopharmaceutical Section
Quickest Change-point Detection: A Bird's Eye View
Sponsor: Quality and Productivity Section
Keywords: Sequential analysis, Minimax, CUSUM, Shiryaev-Roberts, Change-point detection
Aleksey Polunchenko
State University of New York at Binghamton
Grigory Sokolov
University of Southern California
Wenyu Du
State University of New York at Binghamton
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.