On the optimality of Bayesian change-point detection
نویسندگان
چکیده
منابع مشابه
on the bayesian sequential change-point detection
the problems of sequential change-point have several important applications in quality control, signal processing, and failure detection in industry and finance. we discuss a bayesian approach in the context of statistical process control: at an unknown time $tau$, the process behavior changes and the distribution of the data changes from p0 to p1. two cases are considered: (i) p0 and p1 are fu...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2017
ISSN: 0090-5364
DOI: 10.1214/16-aos1479