Change-Points: From Sequential Detection to Biology and Back

被引：29

作者：

Siegmund, David ^{[1
]}

机构：

[1] Stanford Univ, Dept Stat, Stanford, CA 94305 USA

来源：

SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS | 2013年 / 32卷 / 01期

基金：

美国国家科学基金会;

关键词：

Average run length; Change-point detection; Expected detection delay; False alarm rate; NUISANCE PARAMETER; MAXIMA; CHI(2); NUMBER;

D O I：

10.1080/07474946.2013.751834

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：2 / 14

页数：13

共 39 条

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[2]

BARNARD GA, 1959, J ROY STAT SOC B, V21, P239

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