Sequential Change Detection And Hypothesis Testing
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Sequential Change Detection And Hypothesis Testing
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Author : Alexander Tartakovsky
language : en
Publisher: CRC Press
Release Date : 2019-12-11
Sequential Change Detection And Hypothesis Testing written by Alexander Tartakovsky and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-12-11 with Mathematics categories.
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.
Sequential Analysis
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Author : Alexander Tartakovsky
language : en
Publisher: CRC Press
Release Date : 2014-08-27
Sequential Analysis written by Alexander Tartakovsky and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-27 with Mathematics categories.
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.
Sequential Change Detection And Hypothesis Testing
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Author : Alexander Tartakovsky
language : en
Publisher: CRC Press
Release Date : 2019-12-31
Sequential Change Detection And Hypothesis Testing written by Alexander Tartakovsky and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-12-31 with Mathematics categories.
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.
Sequential Analysis
DOWNLOAD
Author : Alexander Tartakovsky
language : en
Publisher: CRC Press
Release Date : 2014-08-27
Sequential Analysis written by Alexander Tartakovsky and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-27 with Mathematics categories.
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
Contemporary Issues In Systems Science And Engineering
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Author : MengChu Zhou
language : en
Publisher: John Wiley & Sons
Release Date : 2015-04-20
Contemporary Issues In Systems Science And Engineering written by MengChu Zhou and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-04-20 with Technology & Engineering categories.
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
Extremes In Random Fields
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Author : Benjamin Yakir
language : en
Publisher: John Wiley & Sons
Release Date : 2013-08-01
Extremes In Random Fields written by Benjamin Yakir and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-08-01 with Mathematics categories.
Presents a useful new technique for analyzing the extreme-value behaviour of random fields Modern science typically involves the analysis of increasingly complex data. The extreme values that emerge in the statistical analysis of complex data are often of particular interest. This book focuses on the analytical approximations of the statistical significance of extreme values. Several relatively complex applications of the technique to problems that emerge in practical situations are presented. All the examples are difficult to analyze using classical methods, and as a result, the author presents a novel technique, designed to be more accessible to the user. Extreme value analysis is widely applied in areas such as operational research, bioinformatics, computer science, finance and many other disciplines. This book will be useful for scientists, engineers and advanced graduate students who need to develop their own statistical tools for the analysis of their data. Whilst this book may not provide the reader with the specific answer it will inspire them to rethink their problem in the context of random fields, apply the method, and produce a solution.
Change Point Analysis In Nonstationary Stochastic Models
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Author : Boris Brodsky
language : en
Publisher: CRC Press
Release Date : 2016-12-12
Change Point Analysis In Nonstationary Stochastic Models written by Boris Brodsky and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-12-12 with Mathematics categories.
This book covers the development of methods for detection and estimation of changes in complex systems. These systems are generally described by nonstationary stochastic models, which comprise both static and dynamic regimes, linear and nonlinear dynamics, and constant and time-variant structures of such systems. It covers both retrospective and sequential problems, particularly theoretical methods of optimal detection. Such methods are constructed and their characteristics are analyzed both theoretically and experimentally. Suitable for researchers working in change-point analysis and stochastic modelling, the book includes theoretical details combined with computer simulations and practical applications. Its rigorous approach will be appreciated by those looking to delve into the details of the methods, as well as those looking to apply them.
Stochastic Models Statistics And Their Applications
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Author : Ansgar Steland
language : en
Publisher: Springer
Release Date : 2015-02-04
Stochastic Models Statistics And Their Applications written by Ansgar Steland and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-02-04 with Mathematics categories.
This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design, and stochastic models in engineering. Stochastic models and related statistical procedures play an important part in furthering our understanding of the challenging problems currently arising in areas of application such as the natural sciences, information technology, engineering, image analysis, genetics, energy and finance, to name but a few. This collection arises from the 12th Workshop on Stochastic Models, Statistics and Their Applications, Wroclaw, Poland.
Stochastic Theory And Control
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Author : Bozenna Pasik-Duncan
language : en
Publisher: Springer
Release Date : 2003-07-01
Stochastic Theory And Control written by Bozenna Pasik-Duncan and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-07-01 with Mathematics categories.
This volume contains almost all of the papers that were presented at the Workshop on Stochastic Theory and Control that was held at the Univ- sity of Kansas, 18–20 October 2001. This three-day event gathered a group of leading scholars in the ?eld of stochastic theory and control to discuss leading-edge topics of stochastic control, which include risk sensitive control, adaptive control, mathematics of ?nance, estimation, identi?cation, optimal control, nonlinear ?ltering, stochastic di?erential equations, stochastic p- tial di?erential equations, and stochastic theory and its applications. The workshop provided an opportunity for many stochastic control researchers to network and discuss cutting-edge technologies and applications, teaching and future directions of stochastic control. Furthermore, the workshop focused on promoting control theory, in particular stochastic control, and it promoted collaborative initiatives in stochastic theory and control and stochastic c- trol education. The lecture on “Adaptation of Real-Time Seizure Detection Algorithm” was videotaped by the PBS. Participants of the workshop have been involved in contributing to the documentary being ?lmed by PBS which highlights the extraordinary work on “Math, Medicine and the Mind: Discovering Tre- ments for Epilepsy” that examines the e?orts of the multidisciplinary team on which several of the participants of the workshop have been working for many years to solve one of the world’s most dramatic neurological conditions. Invited high school teachers of Math and Science were among the part- ipants of this professional meeting.
Algorithmic Learning In A Random World
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Author : Vladimir Vovk
language : en
Publisher: Springer Nature
Release Date : 2022-12-13
Algorithmic Learning In A Random World written by Vladimir Vovk and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-12-13 with Computers categories.
This book is about conformal prediction, an approach to prediction that originated in machine learning in the late 1990s. The main feature of conformal prediction is the principled treatment of the reliability of predictions. The prediction algorithms described — conformal predictors — are provably valid in the sense that they evaluate the reliability of their own predictions in a way that is neither over-pessimistic nor over-optimistic (the latter being especially dangerous). The approach is still flexible enough to incorporate most of the existing powerful methods of machine learning. The book covers both key conformal predictors and the mathematical analysis of their properties. Algorithmic Learning in a Random World contains, in addition to proofs of validity, results about the efficiency of conformal predictors. The only assumption required for validity is that of "randomness" (the prediction algorithm is presented with independent and identically distributed examples); in later chapters, even the assumption of randomness is significantly relaxed. Interesting results about efficiency are established both under randomness and under stronger assumptions. Since publication of the First Edition in 2005 conformal prediction has found numerous applications in medicine and industry, and is becoming a popular machine-learning technique. This Second Edition contains three new chapters. One is about conformal predictive distributions, which are more informative than the set predictions produced by standard conformal predictors. Another is about the efficiency of ways of testing the assumption of randomness based on conformal prediction. The third new chapter harnesses conformal testing procedures for protecting machine-learning algorithms against changes in the distribution of the data. In addition, the existing chapters have been revised, updated, and expanded.