The INI has a new website!

This is a legacy webpage. Please visit the new site to ensure you are seeing up to date information.

Skip to content



Quickest Changepoint Detection: Optimality Properties of the Shiryaev-Roberts-Type Procedures

Tartakovsky , A (University of Connecticut)
Friday 17 January 2014, 10:15-11:00

Seminar Room 1, Newton Institute


We consider a changepoint problem of detecting an abrupt change in a process in a sequential setting when one wants to design a detection procedure that minimizes the average delay to detection of a change subject to constraints on the false alarm rate. A brief overview of the field as well as recent advances will be presented with the focus on a simple scenario where both pre- and post-change distributions are known. Optimality properties of the conventional Shiryaev-Roberts detection procedure and its modifications will be discussed.


[pdf ]


The video for this talk should appear here if JavaScript is enabled.
If it doesn't, something may have gone wrong with our embedded player.
We'll get it fixed as soon as possible.

Back to top ∧