Sequential Analysis: Hypothesis Testing and Changepoint Detection - Brossura

Libro 50 di 110: ISSN

Tartakovsky, Alexander; Nikiforov, Igor; Basseville, Michele

 
9780367740047: Sequential Analysis: Hypothesis Testing and Changepoint Detection
Brossura
ISBN 10: 0367740044 ISBN 13: 9780367740047
Casa editrice: Chapman and Hall/CRC, 2020

Sinossi

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Informazioni sull?autore

Alexander Tartakovsky, Igor Nikiforov, Michele Basseville

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Chapman and Hall/CRC
Data di pubblicazione
2020
Lingua
Inglese
ISBN 10 
0367740044
ISBN 13 
9780367740047
Rilegatura
Copertina flessibile
Numero edizione
1
Numero di pagine
604
Contatto del produttore
non disponibile
Persona responsabile
non disponibile

Altre edizioni note dello stesso titolo

9781439838204: Sequential Analysis: Hypothesis Testing and Changepoint Detection

Edizione in evidenza

ISBN 10:  1439838208 ISBN 13:  9781439838204
Casa editrice: Chapman and Hall/CRC, 2014
Rilegato