State-of-the-Art in Bayesian Changepoint Detection
State-of-the-Art in Bayesian Changepoint Detection
复制标题
最先进的贝叶斯变点检测
DOI：
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发表时间：
2010
期刊：
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通讯作者：
G. Moustakides
中科院分区：
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作者：
A. Tartakovsky;G. Moustakides
摘要我们简要概述了最快（顺序）变点检测的最新技术，并提出了一些新的结果，主要竞争对手的渐近分析和数值分析，如在贝叶斯背景下的CRAMUM，Shiryaev-Roberts和Shiryaev检测程序。
Abstract 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.