Bayesian Quickest Detection in Sensor Arrays

DOI10.1080/07474946.2012.719437zbMath1275.62030OpenAlexW2053113718MaRDI QIDQ4650225

Michael Ludkovski

Publication date: 27 November 2012

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2012.719437

zbMATH Keywords

multiple change-point detectionparticle filtering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stopping in statistics (62L15)

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