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General Asymptotic Bayesian Theory of Quickest Change Detection

โœ Scribed by Tartakovsky, A. G.; Veeravalli, V. V.


Book ID
118219741
Publisher
Society for Industrial and Applied Mathematics
Year
2005
Tongue
English
Weight
383 KB
Volume
49
Category
Article
ISSN
0040-585X

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โœ Nobuhisa Kashiwagi ๐Ÿ“‚ Article ๐Ÿ“… 1991 ๐Ÿ› Springer Japan ๐ŸŒ English โš– 690 KB

A Bayesian solution is given to the problem of making inferences about an unknown number of structural changes in a sequence of observations. Inferences are based on the posterior distribution of the number of change points and on the posterior probabilities of possible change points. Detailed analy