1 citations · 1 across the 4 of their papers we have counts for
4 papers
Sequential Detection of Transient Signals in High Dimensional Data Stream
Yanhong Wu, David Siegmund
Motivated by sequential detection of transient signals in high dimensional data stream, we study the performance of EWMA, MA, CUSUM, and GLRT charts for detecting a transient signa…
Sequential Detection of Common Change in High-dimensional Data Stream
Yanhong Wu, Wei Biao Wu
After obtaining an accurate approximation for , we first consider the optimal design of weight parameter for a multivariate EWMA chart that minimizes the stationary average…
Sequential Detection of Transient Signals with Exponential Family Distribution
Yanhong Wu
We first consider the sequential detection of transient signals by generalizing the moving average chart to exponential family and study the false detection probability (FDP) and p…
Estimation of common change point and isolation of changed panels after sequential detection
Yanhong Wu
Quick detection of common changes is critical in sequential monitoring of multi-stream data where a common change is referred as a change that only occurs in a portion of panels. A…