Concepedia

Sequential Change-point Detection

Sequential Change-Point Detection is a statistical inference method that sequentially tests observed data streams to identify the point at which the underlying distribution of a stochastic process undergoes an abrupt change, distinguishing it from other sequential analysis techniques by its focus on detecting distributional shifts in real time.

197

Publications

10.8K

Citations

365

Authors

211

Institutions

Publications per year

2017–2026

48

Parents

Publications

197

Sequential Changepoint Detection in Quality Control and Dynamical Systems

Tze Leung Lai · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1995 · 588 citations

, , +10

A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data

David S. Matteson, Nicholas A. James · Journal of the American Statistical Association · 2013 · 552 citations

, , +14

Inference about the change-point from cumulative sum tests

D. V. Hinkley · Biometrika · 1971 · 444 citations

, , +15

Sequential Analysis: Hypothesis Testing and Changepoint Detection

Journal of the Royal Statistical Society Series A (Statistics in Society) · 2015 · 359 citations · Full text

, , +16

A Bayesian approach to inference about a change-point in a sequence of random variables

A. F. M. Smith · Biometrika · 1975 · 324 citations

, , +16

1–5 of 197

Authors

365

  1. AG
    Alexander G. Tartakovsky

    University of Southern California, United States

    11 publications · 896 citations

    11

    h-index

  2. YX
    Yao Xie

    Georgia Institute of Technology, United States

    8 publications · 182 citations

    8

    h-index

  3. MP
    Moshe Pollak

    Hebrew University of Jerusalem, Israel

    7 publications · 300 citations

    7

    h-index

  4. GV
    George V. Moustakides

    University of Patras, Greece

    6 publications · 208 citations

    6

    h-index

  5. DS
    David Siegmund

    Stanford University, United States

    5 publications · 478 citations

    5

    h-index

1–5 of 365

Institutions

211

  1. University of Southern California

    Los Angeles, United States

    11 h-index

    22 publications

    2.3K citations

  2. Stanford University

    Stanford, United States

    11 h-index

    12 publications

    1.4K citations

  3. Georgia Institute of Technology

    Atlanta, United States

    7 h-index

    17 publications

    467 citations

  4. University of Illinois Urbana-Champaign

    Urbana, United States

    5 h-index

    9 publications

    210 citations

  5. University of Utah

    Salt Lake City, United States

    5 h-index

    6 publications

    318 citations

  6. University of Cologne

    Cologne, Germany

    5 h-index

    5 publications

    184 citations

  7. University of Connecticut

    Storrs, United States

    5 h-index

    6 publications

    629 citations

  8. Hebrew University of Jerusalem

    Jerusalem, Israel

    5 h-index

    6 publications

    168 citations

1–8 of 211

Venues

  1. The Annals of Statistics

    14 publications · 1.1K citations

    14

    h-index

  2. Sequential Analysis

    14 publications · 502 citations

    14

    h-index

  3. IEEE Transactions on Information Theory

    9 publications · 297 citations

    9

    h-index

  4. IEEE Transactions on Signal Processing

    7 publications · 394 citations

    7

    h-index

  5. arXiv (Cornell University)

    Repository · 6 publications · 81 citations

    6

    h-index

1–5