A unified approximation framework for the log-likelihood ratio on polynomial/logarithmic/fractional-power bases using moments up to order 3s adapts CUSUM/GRSh/SRP procedures to non-Gaussian change-point detection and is claimed to work on extremely heavy-tailed data where classical methods fail.
Wavelet filter-based weak signature detection method and its application on rolling element bearing prognostics.Journal of Sound and Vibration, 289(4-5):1066–1090, February 2006
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.ME 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Generalized Stochastic Approximation of the Log-Likelihood Ratio for Robust Sequential Change-Point Detection
A unified approximation framework for the log-likelihood ratio on polynomial/logarithmic/fractional-power bases using moments up to order 3s adapts CUSUM/GRSh/SRP procedures to non-Gaussian change-point detection and is claimed to work on extremely heavy-tailed data where classical methods fail.