Adaptive sampling for detecting a change point in the past

DOI10.1080/07474949208836257zbMath0762.62021OpenAlexW1983596641MaRDI QIDQ4013274

David Assaf, Ya'acov Ritov

Publication date: 27 September 1992

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949208836257

zbMATH Keywords

Bayes estimatoradaptive samplingsteepest descent methodexponential rate of convergencechange pointdynamic samplingdiscrete formulationdrift of Brownian motion

Mathematics Subject Classification ID

Sequential estimation (62L12)

Cites Work

• Optimal detection of a change in distribution
• Boundary crossing probabilities and statistical applications
• A dynamic sampling approach for detecting a change in distribution
• Dynamic sampling procedures for detecting a change in the drift of Brownian motion: A non-Bayesian model
• On tail probabilities for martingales
• Tests for a change-point
• The problem of the Nile: Conditional solution to a changepoint problem
• Inference about the change-point in a sequence of random variables

This page was built for publication: Adaptive sampling for detecting a change point in the past