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Author: Alexander Tartakovsky
Publisher: CRC Press
ISBN: 1439838216
Category : Mathematics
Languages : en
Pages : 600
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Book Description
Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically develops the theory of sequential hypothesis testing and quickest changepoint detection. It also describes important applications in which theoretical results can be used efficiently. The book reviews recent accomplishments in hypothesis testing and changepoint detecti
Author: Alexander Tartakovsky
Publisher: CRC Press
ISBN: 1439838216
Category : Mathematics
Languages : en
Pages : 600
Get Book
Book Description
Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically develops the theory of sequential hypothesis testing and quickest changepoint detection. It also describes important applications in which theoretical results can be used efficiently. The book reviews recent accomplishments in hypothesis testing and changepoint detecti
Author: Alexander Tartakovsky
Publisher: CRC Press
ISBN: 1439838208
Category : Mathematics
Languages : en
Pages : 605
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Book Description
Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically develops the theory of sequential hypothesis testing and quickest changepoint detection. It also describes important applications in which theoretical results can be used efficiently. The book reviews recent accomplishments in hypothesis testing and changepoint detection both in decision-theoretic (Bayesian) and non-decision-theoretic (non-Bayesian) contexts. The authors not only emphasize traditional binary hypotheses but also substantially more difficult multiple decision problems. They address scenarios with simple hypotheses and more realistic cases of two and finitely many composite hypotheses. The book primarily focuses on practical discrete-time models, with certain continuous-time models also examined when general results can be obtained very similarly in both cases. It treats both conventional i.i.d. and general non-i.i.d. stochastic models in detail, including Markov, hidden Markov, state-space, regression, and autoregression models. Rigorous proofs are given for the most important results. Written by leading authorities in the field, this book covers the theoretical developments and applications of sequential hypothesis testing and sequential quickest changepoint detection in a wide range of engineering and environmental domains. It explains how the theoretical aspects influence the hypothesis testing and changepoint detection problems as well as the design of algorithms.
Author: Alexander Tartakovsky
Publisher: CRC Press
ISBN: 1498757596
Category : Mathematics
Languages : en
Pages : 321
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Book Description
Statistical methods for sequential hypothesis testing and changepoint detection have applications across many fields, including quality control, biomedical engineering, communication networks, econometrics, image processing, security, etc. This book presents an overview of methodology in these related areas, providing a synthesis of research from the last few decades. The methods are illustrated through real data examples, and software is referenced where possible. The emphasis is on providing all the theoretical details in a unified framework, with pointers to new research directions.
Author: Michèle Basseville
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 568
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Book Description
Presents mathematical tools and techniques for solving change detection problems in wide domains like signal processing, controlled systems and monitoring. The book covers a wide class of stochastic processes, including scalar independent observations and multidimensional dependent ARMA.
Author: Abraham Wald
Publisher: Courier Corporation
ISBN: 0486783235
Category : Mathematics
Languages : en
Pages : 224
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Book Description
The first to solve the general problem of sequential tests of statistical hypotheses, the author of this text explains his revolutionary theory of the sequential probability ratio test and its applications. 1947 edition.
Author: Bernard C. Levy
Publisher: Springer Science & Business Media
ISBN: 0387765441
Category : Technology & Engineering
Languages : en
Pages : 647
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Book Description
This textbook provides a comprehensive and current understanding of signal detection and estimation, including problems and solutions for each chapter. Signal detection plays an important role in fields such as radar, sonar, digital communications, image processing, and failure detection. The book explores both Gaussian detection and detection of Markov chains, presenting a unified treatment of coding and modulation topics. Addresses asymptotic of tests with the theory of large deviations, and robust detection. This text is appropriate for students of Electrical Engineering in graduate courses in Signal Detection and Estimation.
Author: Edward G. Carlstein
Publisher: IMS
ISBN: 9780940600348
Category : Mathematics
Languages : en
Pages : 400
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Book Description
Author: Pierre Moulin
Publisher: Cambridge University Press
ISBN: 1107185920
Category : Mathematics
Languages : en
Pages : 423
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Book Description
A mathematically accessible textbook introducing all the tools needed to address modern inference problems in engineering and data science.
Author: David Siegmund
Publisher: Springer Science & Business Media
ISBN: 1475718624
Category : Mathematics
Languages : en
Pages : 285
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Book Description
The modern theory of Sequential Analysis came into existence simultaneously in the United States and Great Britain in response to demands for more efficient sampling inspection procedures during World War II. The develop ments were admirably summarized by their principal architect, A. Wald, in his book Sequential Analysis (1947). In spite of the extraordinary accomplishments of this period, there remained some dissatisfaction with the sequential probability ratio test and Wald's analysis of it. (i) The open-ended continuation region with the concomitant possibility of taking an arbitrarily large number of observations seems intol erable in practice. (ii) Wald's elegant approximations based on "neglecting the excess" of the log likelihood ratio over the stopping boundaries are not especially accurate and do not allow one to study the effect oftaking observa tions in groups rather than one at a time. (iii) The beautiful optimality property of the sequential probability ratio test applies only to the artificial problem of testing a simple hypothesis against a simple alternative. In response to these issues and to new motivation from the direction of controlled clinical trials numerous modifications of the sequential probability ratio test were proposed and their properties studied-often by simulation or lengthy numerical computation. (A notable exception is Anderson, 1960; see III.7.) In the past decade it has become possible to give a more complete theoretical analysis of many of the proposals and hence to understand them better.
Author: MengChu Zhou
Publisher: John Wiley & Sons
ISBN: 1118271866
Category : Technology & Engineering
Languages : en
Pages : 898
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Book Description
Various systems science and engineering disciplines are covered and challenging new research issues in these disciplines are revealed. They will be extremely valuable for the readers to search for some new research directions and problems. Chapters are contributed by world-renowned systems engineers Chapters include discussions and conclusions Readers can grasp each event holistically without having professional expertise in the field
