Sequential Change Detection and Hypothesis Testing: General Non-i.i.d. Stochastic Models and Asymptotically Optimal Rules

How can major corporations and governments more quickly and accurately detect and address cyberattacks on their networks? How can local authorities improve early detection and prevention of epidemics? How can researchers improve the identification and classification of space objects in difficult (e.g., dim) settings?

These questions, among others in dozens of fields, can be addressed using statistical methods of sequential hypothesis testing and changepoint detection. This book considers seq...