Sequential Analysis

Author: Alexander Tartakovsky
Publisher: CRC Press
ISBN: 1439838208
Size: 75.69 MB
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Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically develops the theory of sequential hypothesis testing and quickest changepoint detection. It also describes important applications in which theoretical results can be used efficiently. The book reviews recent accomplishments in hypothesis testing and changepoint detection both in decision-theoretic (Bayesian) and non-decision-theoretic (non-Bayesian) contexts. The authors not only emphasize traditional binary hypotheses but also substantially more difficult multiple decision problems. They address scenarios with simple hypotheses and more realistic cases of two and finitely many composite hypotheses. 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. It treats both conventional i.i.d. and general non-i.i.d. stochastic models in detail, including Markov, hidden Markov, state-space, regression, and autoregression models. Rigorous proofs are given for the most important results. 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. It explains how the theoretical aspects influence the hypothesis testing and changepoint detection problems as well as the design of algorithms.

Sequential Analysis

Author: David Siegmund
Publisher: Springer Science & Business Media
ISBN: 1475718624
Size: 77.35 MB
Format: PDF, ePub, Docs
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The modern theory of Sequential Analysis came into existence simultaneously in the United States and Great Britain in response to demands for more efficient sampling inspection procedures during World War II. The develop ments were admirably summarized by their principal architect, A. Wald, in his book Sequential Analysis (1947). In spite of the extraordinary accomplishments of this period, there remained some dissatisfaction with the sequential probability ratio test and Wald's analysis of it. (i) The open-ended continuation region with the concomitant possibility of taking an arbitrarily large number of observations seems intol erable in practice. (ii) Wald's elegant approximations based on "neglecting the excess" of the log likelihood ratio over the stopping boundaries are not especially accurate and do not allow one to study the effect oftaking observa tions in groups rather than one at a time. (iii) The beautiful optimality property of the sequential probability ratio test applies only to the artificial problem of testing a simple hypothesis against a simple alternative. In response to these issues and to new motivation from the direction of controlled clinical trials numerous modifications of the sequential probability ratio test were proposed and their properties studied-often by simulation or lengthy numerical computation. (A notable exception is Anderson, 1960; see III.7.) In the past decade it has become possible to give a more complete theoretical analysis of many of the proposals and hence to understand them better.

Sequential Analysis

Author: Abraham Wald
Publisher: Courier Corporation
ISBN: 0486783235
Size: 32.56 MB
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The first to solve the general problem of sequential tests of statistical hypotheses, the author of this text explains his revolutionary theory of the sequential probability ratio test and its applications. 1947 edition.

Distributed Computer And Communication Networks

Author: Vladimir M. Vishnevskiy
Publisher: Springer
ISBN: 3319668366
Size: 38.94 MB
Format: PDF, Mobi
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This book constitutes the refereed proceedings of the 20th International Conference on Distributed and Computer and Communication Networks, DCCN 2017, held in Moscow, Russia, in September 2017. The 39 full papers and the two short papers were carefully reviewed and selected from 176 submissions. The papers cover the following topics: computer and communication networks architecture optimization; control in computer and communication networks; performance and QoS/QoE evaluation in wireless networks; analytical modeling and simulation of next-generation communications systems; queueing theory and reliability theory applications in computer networks; wireless 4G/5G networks, cm- and mm-wave radio technologies; RFID technology and its application in intellectual transportation networks; Internet of Things, wearables, and applications of distributed information systems; probabilistic and statistical models in information systems; mathematical modeling of high-tech systems; mathematical modeling and control problems; distributed and cloud computing systems, big data analytics.

Complex Systems Solutions And Challenges In Economics Management And Engineering

Author: Christian Berger-Vachon
Publisher: Springer
ISBN: 331969989X
Size: 14.61 MB
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This book presents an authoritative collection of contributions reporting on fuzzy logic and decision theory, together with applications and case studies in economics and management science. Dedicated to Professor Jaume Gil Aluja in recognition of his pioneering work, the book reports on theories, methods and new challenges, thus offering not only a timely reference guide but also a source of new ideas and inspirations for graduate students and researchers alike.

Readup Buildup Thync

Author:
Publisher:
ISBN: 1599733277
Size: 41.41 MB
Format: PDF, Docs
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READUP BUILDUP. Thync is the third volume of α- instant readings put up by Florentin Smarandache. Although the style of the reading logs is uniform in the three volumes so far (rough and ready, kernel-extracting, absence of any secondary remarks, and thus masking the author-summarizator), this one address only technical issues from two topics of interest for the author (information fusion / data mining), unlike in previous eclectic books.

Change Point Analysis In Nonstationary Stochastic Models

Author: Boris Brodsky
Publisher: CRC Press
ISBN: 1315350955
Size: 79.16 MB
Format: PDF
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This book covers the development of methods for detection and estimation of changes in complex systems. These systems are generally described by nonstationary stochastic models, which comprise both static and dynamic regimes, linear and nonlinear dynamics, and constant and time-variant structures of such systems. It covers both retrospective and sequential problems, particularly theoretical methods of optimal detection. Such methods are constructed and their characteristics are analyzed both theoretically and experimentally. Suitable for researchers working in change-point analysis and stochastic modelling, the book includes theoretical details combined with computer simulations and practical applications. Its rigorous approach will be appreciated by those looking to delve into the details of the methods, as well as those looking to apply them.

Monte Carlo Strategies In Scientific Computing

Author: Jun S. Liu
Publisher: Springer Science & Business Media
ISBN: 0387763716
Size: 43.73 MB
Format: PDF, Mobi
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This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians. It can also be used as a textbook for a graduate-level course on Monte Carlo methods.

Data Analysis For Network Cyber Security

Author: Niall Adams
Publisher: World Scientific
ISBN: 1783263768
Size: 66.83 MB
Format: PDF
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There is increasing pressure to protect computer networks against unauthorized intrusion, and some work in this area is concerned with engineering systems that are robust to attack. However, no system can be made invulnerable. Data Analysis for Network Cyber-Security focuses on monitoring and analyzing network traffic data, with the intention of preventing, or quickly identifying, malicious activity. Such work involves the intersection of statistics, data mining and computer science. Fundamentally, network traffic is relational, embodying a link between devices. As such, graph analysis approaches are a natural candidate. However, such methods do not scale well to the demands of real problems, and the critical aspect of the timing of communications events is not accounted for in these approaches. This book gathers papers from leading researchers to provide both background to the problems and a description of cutting-edge methodology. The contributors are from diverse institutions and areas of expertise and were brought together at a workshop held at the University of Bristol in March 2013 to address the issues of network cyber security. The workshop was supported by the Heilbronn Institute for Mathematical Research. Contents:Inference for Graphs and Networks: Adapting Classical Tools to Modern Data (Benjamin P Olding and Patrick J Wolfe)Rapid Detection of Attacks in Computer Networks by Quickest Changepoint Detection Methods (Alexander G Tartakovsky)Statistical Detection of Intruders Within Computer Networks Using Scan Statistics (Joshua Neil, Curtis Storlie, Curtis Hash and Alex Brugh)Characterizing Dynamic Group Behavior in Social Networks for Cybernetics (Sumeet Dua and Pradeep Chowriappa)Several Approaches for Detecting Anomalies in Network Traffic Data (Céline Lévy-Leduc)Monitoring a Device in a Communication Network (Nicholas A Heard and Melissa Turcotte) Readership: Researchers and graduate students in the fields of network traffic data analysis and network cyber security. Key Features:This book is unique in being a treatise on the statistical analysis of network traffic dataThe contributors are leading researches in the field and will give authoritative descriptions of cutting edge methodologyThe book features material from diverse areas, and as such forms a unified view of network cyber securityKeywords:Network Data Analysis;Cyber Security;Change Detection;Anomaly Detection