WebWe will refer to this randomized SR procedure as the Shiryaev–Roberts–Pollak (SRP) procedure. Until recently, the question of whether the SRP procedure is exactly minimax … http://web.stat.nankai.edu.cn/zli/publications/2016%20An%20Adaptive%20Shiryaev-Roberts%20Procedure%20for%20Signalling%20Varying%20Location%20Shifts.pdf

Asymptotically Optimal Pointwise and Minimax Changepoint

Websection, the Shiryaev-Roberts procedure calls for stopping and raising an alarm at (2) NA B = min{n ≥ 1 : Rn ≥ AB}, where (3) Rn = Xn k=1 p(X 1,...,Xn ν = k) p(X 1,...,Xn ν = ∞) = n k=1 Yn … Webinitialized version of the Shiryaev-Roberts test can compete with the latter procedure very efficiently. We propose a numerical scheme for the systematic comparison of these … f1/bbc sport

On Optimality Properties of the Shiryaev-Roberts Procedure

WebWe consider the simple changepoint problem setting, where observations are independent, iid pre-change and iid post-change, with known pre- and post-change distributions. The Shiryaev-Roberts detection procedure is kno… WebA retrospective view of the Shiryaev-Roberts procedure is presented, placing it in a historical context and describing its evolution into a powerful changepoint detection method. … WebIn this article, we study parametric Shiryaev-Roberts type procedures applied to key problems of the statistical process control issues that include retrospective and … f1 bbc f1