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math.ST2022
Sequential change-point detection: Computation versus statistical performance
Haoyun Wang, Yao Xie
Change-point detection studies the problem of detecting the changes in the underlying distribution of the data stream as soon as possible after the change happens. Modern large-sca…
math.ST2022★ 1 cited
Window-Limited CUSUM for Sequential Change Detection
Liyan Xie, George V. Moustakides, Yao Xie
We study the parametric online changepoint detection problem, where the underlying distribution of the streaming data changes from a known distribution to an alternative that is of…