Sequential changepoint detection in quality control and dynamical systems

By Tze Leung Lai. 1995

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Citations in the corpus

The structure of optimal private tests for simple hypotheses (2018, background): “Change-point detection has a long history in statistics and information theory (e.g. [She31, Pag54, Pag55, Shi63, Lor71, Pol85, Mou86, Pol87, Lai95, Kul01, Mei06, VB14]).”
Differentially Private Change-Point Detection (2018, background): “Change-point detection is a canonical problem in statistics that has been studied for nearly a century; selected results include [She31, Pag54, Shi63, Rob66, Lor71, Pol85, Pol87, Mou86, Lai95, Lai01, Kul01, Mei06, Mei08, Mei10, Cha17].”
Testing for change points in time series models and limiting theorems for NED sequences (2007, methodology): “Finally, we refer to the related references [20] and [19] for Quandt-type tests with the long-memory time series, and to [24] for the sequential approach.”
Nonparametric control chart based on change-point model (2009, unknown): “This is addressed in Pollak and Siegmund (1991), Siegmund and Venkatraman (1995), Lai (1995), Gombay (2000) and an excellent review paper by Lai (2001) which presented a summary of the methods as well as a class of sequential detection rules.”
Asymptotic operating characteristics of an optimal change point detection in hidden Markov models (2004, background): “A comprehensive summary in this area was given by Basseville and Nikiforov (1993) and Lai (1995, 2001).”
SEQUENTIAL ANALYSIS: SOME CLASSICAL PROBLEMS AND NEW CHALLENGES (2001, methodology): “To develop efficient detection schemes that involve O(log γ) computations at every stage n, Lai (1995) used an idea similar to that in the theory of group sequential tests, which is to replace max 0≤n−k≤M in (3.12) by max n−k+1∈N where N = ), there is little loss of efficiency in reducing the…”
Data-efficient minimax quickest change detection (2012, background): “For a survey of other algorithms when both the pre- and post-change distributions are not known, see [28].”
Is Average Run Length to False Alarm Always an Informative Criterion? (2008, background): “See, for example, Bansal and Papantoni-Kazakos (1986), Basseville and Nikiforov (1993), Brodsky and Darkhovsky (1993, 2000), Yakir (1994), Beibel (1997), Lai (1995, 1998, 2001), Fuh (2003, 2004), Mei (2006b), and Baron and Tartakovsky (2006).”
A novel approach to detection of intrusions in computer networks via adaptive sequential and batch-sequential change-point detection methods (2006, background): “THE goal of this paper is to show that recent advances in the change-point detection theory [1], [5], [8], [12], [15],”
Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown (2010, methodology): “Lai, Liu and Xing (2009) have modified the above Bayesian model and detection rule to handle the case where multiple change-points, with unknown pre- and post-change parameters can occur, as in sequential surveillance applications.”
Likelihood-Based EWMA Charts for Monitoring Poisson Count Data With Time-Varying Sample Sizes (2012, methodology): “The cumulative sum (CUSUM) chart, which has received considerable attention for detecting small changes, can be derived based on the likelihood ratio test principle, see Lucas (1985), Lai (1995), and White and Keats (1996).”
Efficient scalable schemes for monitoring a large number of data streams (2010, background): “For recent reviews, we refer readers to Basseville & Nikiforov (1993), Lai (1995, 2001) and Poor & Hadjiliadis (2008).”
The Art of Evaluating Monitoring Schemes — How to Measure the Performance of Control Charts? (2006, background): “I ... Lai 1995 Sequential changepoint detection in quality control and dynamical systems, J. R. Stat.”
EXACT ASYMPTOTIC DISTRIBUTION OF CHANGE-POINT MLE FOR CHANGE IN THE MEAN OF GAUSSIAN SEQUENCES (2010, background): “…Kaplan and Shishkin (2000) and Lebarbier (2005) for applications in signal processing; Andrews and Ploberger (1994), and Hansen (2000) for applications in econometrics; and Lai (1995), Wu, Cheng and Jeng (2005) and Zou, Qiu and Hawkins (2009) for applications in statistical process control.”
A review and discussion of prospective statistical surveillance in public health (2003, background): “Further reading on general statistical surveillance can be found in Shiryaev (1963, 1978), Pollak (1985), Moustakides (1986), Frisén and de Maré (1991), Frisén (1992, 2002), Srivastava andWu (1993), Siegmund andVenkatraman (1995), Lai (1995) andFrisén andWessman (1999).”
Surveillance Strategies for Detecting Changepoint in Incidence Rate Based on Exponentially Weighted Moving Average Methods (2008, methodology): “Lai (1995) developed a CUSUM variant of Yuping Dong is Senior Research Biostatistician, Bristol-Myers Squibb Company, Pennington, NJ 08543 (E-mail: yuping.dong@gmail.com).”