A Bayesian Theory of Change Detection in Statistically Periodic Random Processes

DOI10.1109/TIT.2021.3053149zbMath1473.62296arXiv1904.03530OpenAlexW3122123095MaRDI QIDQ5001651

Gene T. Whipps, Prudhvi Gurram, Taposh Banerjee

Publication date: 22 July 2021

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.03530

zbMATH Keywords

optimal control problemMarkov decision process (MDP)Bayesian change point problem

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and spectral analysis (62M15) Non-Markovian processes: hypothesis testing (62M07) Optimal stopping in statistics (62L15)

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