Sequential testing point process3/23/2023 ![]() ![]() The authors have selected their topics carefully, have given clear exposition of the methods and their applications, and in some topics they have even illustrated with numeric examples. … I would be more than thrilled to own this book. monograph gives an up-to-date and comprehensive account of its title theme, with both rigorous analysis and description of the subjects in all 11 chapters as a welcome bonus. It explains how the theoretical aspects influence the hypothesis testing and changepoint detection problems as well as the design of algorithms. 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. Rigorous proofs are given for the most important results. stochastic models in detail, including Markov, hidden Markov, state-space, regression, and autoregression models. ![]() 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. They address scenarios with simple hypotheses and more realistic cases of two and finitely many composite hypotheses. The authors not only emphasize traditional binary hypotheses but also substantially more difficult multiple decision problems. The book reviews recent accomplishments in hypothesis testing and changepoint detection both in decision-theoretic (Bayesian) and non-decision-theoretic (non-Bayesian) contexts. It also describes important applications in which theoretical results can be used efficiently. Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically develops the theory of sequential hypothesis testing and quickest changepoint detection. ![]()
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