State-of-the-Art in Bayesian Changepoint Detection
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چکیده
We provide a brief overview of the state-of-the-art in quickest (sequential) changepoint detection and present some new results on asymptotic and numerical analysis of main competitors such as the CUSUM, Shiryaev–Roberts, and Shiryaev detection procedures in a Bayesian context.
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تاریخ انتشار 2010