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Sequential change detection is a classical problem with a variety of applications.
Étude critique de la notion de collectif
Jean Ville · 1939
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Continuous inspection schemes
Ewan S Page · 1954
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Control charts and stochastic processes
George A Barnard · 1959
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On optimum methods in quickest detection problems
Albert N Shiryaev · 1963
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A comparison of some control chart procedures
SW Roberts · 1966
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On excess over the boundary
Gary Lorden · 1970
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Procedures for reacting to a change in distribution
Gary Lorden · 1971
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Approximations to the expected sample size of certain sequential tests
M Pollak and D Siegmund · 1975
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A generalized likelihood ratio approach to the detection and estimation of jumps in linear systems
Alan Willsky and H Jones · 1976
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Optimal detection of a change in distribution
Moshe Pollak · 1985
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Optimal stopping times for detecting changes in distributions
George V Moustakides · 1986
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Decision theoretic optimality of the CUSUM procedure
Y. Ritov · 1990
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Sequential changepoint detection in quality control and dynamical systems
Tze Leung Lai · 1995
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Using the generalized likelihood ratio statistic for sequential detection of a change-point
David Siegmund and ES Venkatraman · 1995
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Information bounds and quick detection of parameter changes in stochastic systems
Tze Leung Lai · 1998
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Sequential analysis: some classical problems and new challenges
Tze Leung Lai · 2001
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An online kernel change detection algorithm
Frédéric Desobry, Manuel Davy, and Christian Doncarli · 2005
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Algorithmic learning in a random world
Vladimir Vovk, Alexander Gammerman, and Glenn Shafer · 2005
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Sequential change detection revisited
George V Moustakides · 2008
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One shot schemes for decentralized quickest change detection
Olympia Hadjiliadis, Hongzhong Zhang, and H Vincent Poor · 2009
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An asymptotically optimal bandit algorithm for bounded support models
Junya Honda and Akimichi Takemura · 2010
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Efficient scalable schemes for monitoring a large number of data streams
Yajun Mei · 2010
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Quickest detection of dynamic events in networks
Shaofeng Zou, Venugopal V Veeravalli, Jian Li, and Don Towsley · 2019
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Time-uniform Chernoff bounds via nonnegative supermartingales
Steven R Howard, Aaditya Ramdas, Jon McAuliffe, and Jasjeet Sekhon · 2020
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Admissible anytime-valid sequential inference must rely on nonnegative martingales
Aaditya Ramdas, Johannes Ruf, Martin Larsson, and Wouter Koolen · 2020
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Universal inference
Larry Wasserman, Aaditya Ramdas, and Sivaraman Balakrishnan · 2020
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Time-uniform, nonparametric, nonasymptotic confidence sequences
Steven R Howard, Aaditya Ramdas, Jon McAuliffe, and Jasjeet Sekhon · 2021
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Testing exchangeability: Fork-convexity, supermartingales and e-processes
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On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
Aleksey S Polunchenko and Alexander G Tartakovsky · 2010
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Third-order asymptotic optimality of the generalized shiryaev–roberts changepoint detection procedures
Alexander G Tartakovsky, Moshe Pollak, and Aleksey S Polunchenko · 2012
Cited alongside, same era.
Sequential multi-sensor change-point detection
Yao Xie and David Siegmund · 2013
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Sequential analysis: Hypothesis testing and changepoint detection
Alexander Tartakovsky, Igor Nikiforov, and Michele Basseville · 2014
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Nearly optimal sequential tests of composite hypotheses revisited
Alexander G Tartakovsky · 2014
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Exponential inequalities for martingales with applications
Xiequan Fan, Ion Grama, and Quansheng Liu · 2015
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Aaditya Ramdas, Johannes Ruf, Martin Larsson, and Wouter M Koolen · 2021
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Nonparametric iterated-logarithm extensions of the sequential generalized likelihood ratio test
Jaehyeok Shin, Aaditya Ramdas, and Alessandro Rinaldo · 2021
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Testing randomness online
Vladimir Vovk · 2021
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High-dimensional, multiscale online changepoint detection
Yudong Chen, Tengyao Wang, and Richard J Samworth · 2022
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A sequential test for log-concavity
Aditya Gangrade, Alessandro Rinaldo, and Aaditya Ramdas · 2023
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Safe testing
Peter Grünwald, Rianne de Heide, and Wouter Koolen · 2023
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Martingale methods for sequential estimation of convex functionals and divergences
Tudor Manole and Aaditya Ramdas · 2023
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Sequential kernelized independence testing
Aleksandr Podkopaev, Patrick Blöbaum, Shiva Prasad Kasiviswanathan, and Aaditya Ramdas · 2023
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Game-theoretic statistics and safe anytime-valid inference
Aaditya Ramdas, Peter Grünwald, Vladimir Vovk, and Glenn Shafer · 2023
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Estimating means of bounded random variables by betting
Ian Waudby-Smith and Aaditya Ramdas · 2023
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